-23.5%
GRNT vs VT
+106.2%
-129.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.6% | +4.6% | +6.2% |
| 7D | +8.2% | +0.4% | +7.8% | +7.9% |
| 30D | +18.9% | -2.6% | +21.5% | +20.0% |
| 3M | +18.8% | -3.2% | +22.0% | +20.1% |
| 6M | +18.6% | +0.9% | +17.6% | +17.4% |
| YTD | +28.9% | +11.3% | +17.6% | +21.0% |
| 1Y | +20.2% | +14.0% | +6.2% | +11.3% |
| 3Y | +21.0% | +75.8% | -54.9% | -4.3% |
| 5Y | -22.7% | +57.8% | -80.5% | -39.1% |
| All | -23.5% | +106.2% | -129.7% | -39.5% |
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 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