-97.0%
GRCE vs VT
+215.5%
-312.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.7% |
| 7D | -4.6% | -2.3% | -2.3% | -2.4% |
| 30D | -11.9% | -5.0% | -6.9% | -7.1% |
| 3M | -12.7% | -4.9% | -7.9% | -8.2% |
| 6M | -21.9% | -1.5% | -20.4% | -20.9% |
| YTD | -46.5% | +8.5% | -55.0% | -50.8% |
| 1Y | -39.1% | +11.4% | -50.5% | -45.7% |
| 3Y | -24.8% | +70.1% | -94.9% | -57.4% |
| 5Y | -81.9% | +53.7% | -135.6% | -88.5% |
| All | -97.0% | +215.5% | -312.5% | -98.9% |
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