+143.2%
GREK vs VT
+381.0%
-237.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.2% |
| 7D | -0.3% | -2.3% | +2.1% | +2.7% |
| 30D | -3.1% | -5.0% | +1.9% | +3.4% |
| 3M | -2.6% | -4.9% | +2.3% | +3.8% |
| 6M | +9.3% | -1.5% | +10.8% | +11.4% |
| YTD | +20.9% | +8.5% | +12.4% | +9.0% |
| 1Y | +30.2% | +11.4% | +18.9% | +13.5% |
| 3Y | +147.8% | +70.1% | +77.7% | +21.3% |
| 5Y | +232.3% | +53.7% | +178.6% | +85.4% |
| 10Y | +388.2% | +220.0% | +168.2% | -9.3% |
| All | +143.2% | +381.0% | -237.9% | -72.7% |
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