-43.6%
GROY vs VT
+57.0%
-100.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.0% |
| 7D | -7.1% | +2.4% | -9.4% | -9.6% |
| 30D | +4.7% | -1.5% | +6.2% | +6.2% |
| 3M | -6.5% | -4.1% | -2.3% | -1.8% |
| 6M | -22.3% | +0.6% | -22.8% | -22.4% |
| YTD | -28.2% | +11.0% | -39.3% | -35.7% |
| 1Y | -23.3% | +13.3% | -36.6% | -32.7% |
| 3Y | +126.6% | +73.4% | +53.2% | +21.1% |
| All | -43.6% | +57.0% | -100.7% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling