-88.9%
GRSD vs VT
+66.6%
-155.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -3.8% |
| 7D | +4.7% | -0.7% | +5.4% | +5.6% |
| 30D | -39.9% | -1.7% | -38.1% | -38.8% |
| 3M | -52.9% | -2.3% | -50.6% | -51.8% |
| 6M | -79.6% | +1.5% | -81.1% | -79.7% |
| YTD | -83.7% | +12.0% | -95.7% | -85.6% |
| 1Y | -87.0% | +12.9% | -99.9% | -88.5% |
| 3Y | -93.2% | +74.9% | -168.1% | -96.2% |
| 5Y | -94.3% | +59.9% | -154.3% | -95.5% |
| All | -88.9% | +66.6% | -155.5% | -92.5% |
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