-99.6%
GRCE vs VT
+374.4%
-474.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -0.9% | +0.4% | -1.4% | -1.3% |
| 30D | -1.9% | +1.0% | -2.8% | -2.7% |
| 3M | -12.1% | +2.4% | -14.5% | -14.1% |
| 6M | -45.7% | +12.0% | -57.7% | -50.9% |
| YTD | -39.3% | +15.3% | -54.6% | -46.5% |
| 1Y | -31.4% | +22.6% | -54.0% | -43.0% |
| 3Y | 0.0% | +74.7% | -74.7% | -39.9% |
| 5Y | -85.3% | +66.1% | -151.4% | -90.7% |
| 10Y | -96.8% | +225.0% | -321.8% | -98.7% |
| All | -99.6% | +374.4% | -474.0% | -99.9% |
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 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