-97.0%
GRCE vs VT
+223.7%
-320.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -1.9% |
| 7D | +3.0% | +0.4% | +2.7% | +2.4% |
| 30D | -10.3% | -2.6% | -7.7% | -7.9% |
| 3M | -12.4% | -3.2% | -9.2% | -9.6% |
| 6M | -20.3% | +0.9% | -21.2% | -21.4% |
| YTD | -46.1% | +11.3% | -57.4% | -51.8% |
| 1Y | -37.6% | +14.0% | -51.6% | -45.7% |
| 3Y | -17.8% | +75.8% | -93.7% | -55.1% |
| 5Y | -81.6% | +57.8% | -139.4% | -88.7% |
| 10Y | -97.0% | +219.8% | -316.8% | -99.0% |
| All | -97.0% | +223.7% | -320.7% | -99.0% |
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