-92.5%
GRRR vs VT
+67.8%
-160.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | -6.9% | -0.1% | -6.8% | -6.2% |
| 30D | -33.3% | -3.1% | -30.3% | -30.9% |
| 3M | -45.0% | -3.5% | -41.5% | -42.8% |
| 6M | -50.9% | +0.5% | -51.3% | -49.9% |
| YTD | -32.1% | +10.8% | -42.8% | -34.5% |
| 1Y | -48.4% | +11.9% | -60.3% | -50.5% |
| 3Y | -11.4% | +73.0% | -84.3% | -18.4% |
| 5Y | -92.6% | +58.6% | -151.2% | -92.8% |
| All | -92.5% | +67.8% | -160.2% | -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