-78.6%
GRWG vs VT
+148.9%
-227.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +2.1% |
| 7D | -16.7% | +2.4% | -19.0% | -19.9% |
| 30D | -14.4% | -1.5% | -12.9% | -12.7% |
| 3M | -32.1% | -4.1% | -27.9% | -28.0% |
| 6M | -22.4% | +0.6% | -22.9% | -23.8% |
| YTD | -16.7% | +11.0% | -27.7% | -30.5% |
| 1Y | -24.2% | +13.3% | -37.6% | -39.5% |
| 3Y | -35.9% | +73.4% | -109.3% | -74.1% |
| 5Y | -94.7% | +57.4% | -152.1% | -97.3% |
| All | -78.6% | +148.9% | -227.5% | -93.0% |
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