+25.4%
GRND vs VT
+82.2%
-56.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -2.4% |
| 7D | +4.8% | +0.4% | +4.4% | +4.6% |
| 30D | -11.0% | -2.6% | -8.4% | -9.9% |
| 3M | -19.3% | -3.2% | -16.1% | -18.1% |
| 6M | -11.3% | +0.9% | -12.3% | -12.0% |
| YTD | -1.2% | +11.3% | -12.5% | -6.6% |
| 1Y | -11.3% | +14.0% | -25.3% | -17.2% |
| 3Y | +130.3% | +75.8% | +54.5% | +81.0% |
| 5Y | +31.8% | +57.8% | -26.0% | +4.5% |
| All | +25.4% | +82.2% | -56.8% | -6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling