+289.2%
GRC vs VT
+363.9%
-74.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -3.6% |
| 7D | -1.3% | -0.3% | -1.0% | -1.0% |
| 30D | -4.8% | -1.4% | -3.3% | -3.0% |
| 3M | -13.4% | -1.4% | -12.0% | -11.9% |
| 6M | -2.0% | +5.5% | -7.4% | -8.2% |
| YTD | +55.8% | +12.8% | +43.0% | +34.5% |
| 1Y | +67.3% | +15.4% | +51.9% | +40.3% |
| 3Y | +150.7% | +76.9% | +73.8% | +23.8% |
| 5Y | +79.4% | +60.4% | +19.0% | -1.8% |
| 10Y | +305.5% | +232.8% | +72.7% | -11.7% |
| All | +289.2% | +363.9% | -74.7% | -45.2% |
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