+402.8%
GREK vs VT
+224.4%
+178.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.7% |
| 7D | +0.7% | -0.7% | +1.4% | +1.5% |
| 30D | +2.0% | -1.7% | +3.8% | +4.1% |
| 3M | +0.7% | -2.3% | +3.0% | +3.5% |
| 6M | +14.3% | +1.5% | +12.8% | +12.3% |
| YTD | +26.1% | +12.0% | +14.1% | +10.8% |
| 1Y | +33.4% | +12.9% | +20.5% | +16.1% |
| 3Y | +163.0% | +74.9% | +88.0% | +34.0% |
| 5Y | +244.5% | +59.9% | +184.6% | +96.2% |
| 10Y | +402.8% | +224.6% | +178.2% | +0.2% |
| All | +402.8% | +224.4% | +178.5% | +0.2% |
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 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