+259.8%
GRC vs VT
+215.5%
+44.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.8% |
| 7D | -5.8% | -2.3% | -3.5% | -3.0% |
| 30D | -8.7% | -5.0% | -3.7% | -2.9% |
| 3M | -19.7% | -4.9% | -14.8% | -14.7% |
| 6M | -12.4% | -1.5% | -10.9% | -10.5% |
| YTD | +43.0% | +8.5% | +34.5% | +30.8% |
| 1Y | +52.9% | +11.4% | +41.5% | +35.5% |
| 3Y | +132.8% | +70.1% | +62.8% | +27.2% |
| 5Y | +60.7% | +53.7% | +7.0% | -1.8% |
| All | +259.8% | +215.5% | +44.3% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling