-99.3%
GRML vs VT
+73.8%
-173.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.1% | -4.6% | -3.2% |
| 7D | -30.5% | -4.2% | -26.4% | -26.2% |
| 30D | -44.0% | -5.8% | -38.2% | -39.3% |
| 3M | -62.2% | -5.2% | -57.0% | -58.5% |
| 6M | -85.6% | +0.1% | -85.7% | -84.9% |
| YTD | -75.3% | +8.2% | -83.5% | -75.7% |
| 1Y | -84.9% | +10.1% | -95.0% | -85.2% |
| 3Y | -99.3% | +69.7% | -169.0% | -99.4% |
| All | -99.3% | +73.8% | -173.1% | -99.4% |
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