-92.5%
GRRR vs VT
+68.1%
-160.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.2% |
| 7D | +7.2% | +2.4% | +4.9% | +5.5% |
| 30D | -9.6% | -1.5% | -8.1% | -7.4% |
| 3M | -52.0% | -4.1% | -47.9% | -49.7% |
| 6M | -46.5% | +0.6% | -47.1% | -45.5% |
| YTD | -32.1% | +11.0% | -43.2% | -34.6% |
| 1Y | -42.6% | +13.3% | -56.0% | -45.3% |
| 3Y | -6.2% | +73.4% | -79.6% | -13.7% |
| 5Y | -92.6% | +57.4% | -150.0% | -92.9% |
| All | -92.5% | +68.1% | -160.6% | -92.7% |
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