+196.7%
GRPM vs VT
+222.7%
-26.0%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.5% |
| 7D | -0.5% | +2.9% | -3.4% | -3.6% |
| 30D | +4.3% | -2.5% | +6.8% | +7.1% |
| 3M | +1.6% | -3.3% | +5.0% | +5.3% |
| 6M | +15.8% | +1.5% | +14.3% | +13.1% |
| YTD | +21.2% | +11.4% | +9.9% | +6.2% |
| 1Y | +22.4% | +11.9% | +10.5% | +6.7% |
| 3Y | +72.7% | +73.9% | -1.2% | -7.9% |
| 5Y | +55.1% | +57.9% | -2.8% | -7.4% |
| All | +196.7% | +222.7% | -26.0% | -17.2% |
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