-10.7%
GROY vs VT
+77.0%
-87.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | +17.3% | -2.3% | +19.6% | +20.0% |
| 30D | +8.3% | -5.0% | +13.3% | +14.8% |
| 3M | +8.7% | -4.9% | +13.6% | +15.3% |
| 6M | -11.4% | -1.5% | -9.8% | -9.3% |
| YTD | -22.8% | +8.5% | -31.3% | -28.9% |
| 1Y | -1.6% | +11.4% | -13.0% | -11.8% |
| 3Y | +119.7% | +70.1% | +49.6% | +20.2% |
| 5Y | -34.1% | +53.7% | -87.8% | -61.9% |
| All | -10.7% | +77.0% | -87.7% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling