-85.9%
GRO vs VT
+32.9%
-118.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.6% | +0.7% | -0.3% |
| 7D | +12.4% | +0.4% | +12.1% | +11.7% |
| 30D | -11.2% | -2.6% | -8.6% | -7.5% |
| 3M | -12.8% | -3.2% | -9.6% | -8.6% |
| 6M | -28.0% | +0.9% | -29.0% | -28.4% |
| YTD | +0.5% | +11.3% | -10.8% | -11.5% |
| 1Y | -13.6% | +14.0% | -27.6% | -26.2% |
| All | -85.9% | +32.9% | -118.9% | -89.7% |
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