-99.2%
GRML vs VT
+81.2%
-180.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.7% | -8.2% | -8.7% |
| 7D | -28.3% | -0.3% | -28.0% | -27.9% |
| 30D | -46.7% | -1.4% | -45.3% | -45.8% |
| 3M | -59.5% | -1.4% | -58.1% | -57.9% |
| 6M | -83.7% | +5.5% | -89.2% | -84.1% |
| YTD | -72.9% | +12.8% | -85.8% | -74.9% |
| 1Y | -83.5% | +15.4% | -98.9% | -84.8% |
| 3Y | -99.3% | +76.9% | -176.1% | -99.4% |
| All | -99.2% | +81.2% | -180.4% | -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 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