-44.1%
GRFS vs VT
+224.5%
-268.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.4% | +0.4% | +1.0% | +1.0% |
| 30D | -1.6% | +1.0% | -2.6% | -2.4% |
| 3M | +4.3% | +2.4% | +1.9% | +2.0% |
| 6M | -8.7% | +12.0% | -20.7% | -17.1% |
| YTD | -15.5% | +15.3% | -30.8% | -25.0% |
| 1Y | -20.2% | +22.6% | -42.7% | -32.7% |
| 3Y | -14.4% | +74.7% | -89.1% | -45.8% |
| 5Y | -45.4% | +66.1% | -111.5% | -64.3% |
| All | -44.1% | +224.5% | -268.6% | -78.1% |
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