-28.7%
GRFS vs VT
+53.2%
-81.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.3% | +2.1% |
| 7D | +5.2% | -4.2% | +9.4% | +9.4% |
| 30D | +12.5% | -5.8% | +18.3% | +18.9% |
| 3M | +6.7% | -5.2% | +11.9% | +12.1% |
| 6M | +3.7% | +0.1% | +3.5% | +2.9% |
| YTD | -8.3% | +8.2% | -16.5% | -15.4% |
| 1Y | -0.7% | +10.1% | -10.8% | -9.9% |
| 3Y | -6.4% | +69.7% | -76.0% | -44.0% |
| 5Y | -28.7% | +53.4% | -82.0% | -54.4% |
| All | -28.7% | +53.2% | -81.9% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling