+43.0%
GRFS vs VT
+337.4%
-294.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +5.7% | -1.6% | +7.3% | +7.1% |
| 30D | +17.1% | -2.5% | +19.6% | +19.5% |
| 3M | +8.9% | -1.3% | +10.2% | +10.1% |
| 6M | +5.4% | +3.1% | +2.3% | +2.5% |
| YTD | -7.2% | +10.9% | -18.2% | -14.9% |
| 1Y | -8.0% | +12.1% | -20.1% | -16.3% |
| 3Y | -5.3% | +73.9% | -79.2% | -39.6% |
| 5Y | -31.8% | +58.0% | -89.8% | -53.1% |
| 10Y | -31.9% | +225.5% | -257.4% | -73.9% |
| All | +43.0% | +337.4% | -294.3% | -55.9% |
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