-99.7%
GRCE vs VT
+345.2%
-444.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +2.1% |
| 7D | -8.2% | -4.2% | -4.1% | -4.7% |
| 30D | -14.0% | -5.8% | -8.2% | -9.2% |
| 3M | -16.8% | -5.2% | -11.6% | -12.7% |
| 6M | -23.6% | +0.1% | -23.7% | -23.9% |
| YTD | -48.6% | +8.2% | -56.8% | -52.0% |
| 1Y | -40.7% | +10.1% | -50.8% | -45.6% |
| 3Y | -25.8% | +69.7% | -95.5% | -54.1% |
| 5Y | -82.5% | +53.4% | -135.9% | -88.2% |
| 10Y | -97.1% | +219.2% | -316.3% | -98.8% |
| All | -99.7% | +345.2% | -444.9% | -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