+258.9%
GRC vs VT
+345.0%
-86.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.1% | -3.7% | -2.7% |
| 7D | -8.5% | -4.2% | -4.3% | -3.3% |
| 30D | -11.8% | -5.8% | -6.0% | -4.8% |
| 3M | -19.9% | -5.2% | -14.7% | -14.2% |
| 6M | -11.6% | +0.1% | -11.8% | -11.5% |
| YTD | +43.7% | +8.2% | +35.5% | +30.9% |
| 1Y | +51.8% | +10.1% | +41.7% | +35.3% |
| 3Y | +131.2% | +69.7% | +61.5% | +20.5% |
| 5Y | +61.5% | +53.4% | +8.1% | -6.3% |
| 10Y | +273.9% | +219.2% | +54.7% | -14.1% |
| All | +258.9% | +345.0% | -86.1% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling