-36.6%
GROY vs VOO
+80.3%
-116.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.3% |
| 7D | -4.4% | -2.0% | -2.4% | -2.6% |
| 30D | +6.1% | -1.7% | +7.8% | +7.9% |
| 3M | +21.5% | +4.7% | +16.7% | +16.5% |
| 6M | -24.1% | +12.6% | -36.6% | -31.3% |
| YTD | -18.8% | +11.8% | -30.6% | -26.0% |
| 1Y | -8.9% | +17.5% | -26.4% | -20.2% |
| 3Y | +139.4% | +77.0% | +62.4% | +41.4% |
| 5Y | -36.6% | +82.6% | -119.2% | -66.2% |
| All | -36.6% | +80.3% | -116.9% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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