+513.1%
GRID vs VT
+406.9%
+106.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.2% |
| 7D | -6.3% | -2.3% | -3.9% | -3.8% |
| 30D | -14.2% | -5.0% | -9.3% | -9.2% |
| 3M | -16.7% | -4.9% | -11.9% | -11.9% |
| 6M | -21.5% | -1.5% | -20.0% | -19.6% |
| YTD | +1.4% | +8.5% | -7.0% | -6.1% |
| 1Y | +0.3% | +11.4% | -11.1% | -9.8% |
| 3Y | +77.1% | +70.1% | +7.1% | +2.3% |
| 5Y | +56.0% | +53.7% | +2.3% | +0.8% |
| 10Y | +361.3% | +220.0% | +141.4% | +44.4% |
| All | +513.1% | +406.9% | +106.1% | +20.5% |
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