+482.9%
GRPM vs VT
+388.4%
+94.6%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -0.6% | +0.4% | -1.1% | -1.1% |
| 30D | +3.1% | +1.0% | +2.2% | +2.1% |
| 3M | +11.9% | +2.4% | +9.5% | +8.8% |
| 6M | +19.0% | +12.0% | +7.0% | +5.1% |
| YTD | +21.1% | +15.3% | +5.8% | +3.6% |
| 1Y | +20.8% | +22.6% | -1.8% | -3.1% |
| 3Y | +58.8% | +74.7% | -15.8% | -11.2% |
| 5Y | +63.1% | +66.1% | -3.1% | -3.7% |
| 10Y | +200.6% | +225.0% | -24.4% | -6.2% |
| All | +482.9% | +388.4% | +94.6% | +26.2% |
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 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