-99.0%
GRML vs VT
+85.2%
-184.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | -2.5% | +0.4% | -2.9% | -3.0% |
| 30D | -49.6% | +1.0% | -50.6% | -49.9% |
| 3M | -71.6% | +2.4% | -74.0% | -71.9% |
| 6M | -76.9% | +12.0% | -89.0% | -79.0% |
| YTD | -67.1% | +15.3% | -82.4% | -70.6% |
| 1Y | -80.8% | +22.6% | -103.4% | -83.5% |
| 3Y | -99.1% | +74.7% | -173.8% | -99.3% |
| All | -99.0% | +85.2% | -184.2% | -99.3% |
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