-4.2%
GROY vs VT
+88.1%
-92.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +0.9% | +0.4% | +0.5% | +0.4% |
| 30D | +15.9% | +1.0% | +14.9% | +14.8% |
| 3M | +7.7% | +2.4% | +5.3% | +5.2% |
| 6M | -24.0% | +12.0% | -36.0% | -32.8% |
| YTD | -17.1% | +15.3% | -32.4% | -28.8% |
| 1Y | -6.9% | +22.6% | -29.5% | -25.0% |
| 3Y | +132.6% | +74.7% | +58.0% | +23.6% |
| 5Y | -21.8% | +66.1% | -88.0% | -58.6% |
| All | -4.2% | +88.1% | -92.3% | -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