+94.5%
GRX vs VT
+224.4%
-129.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.6% |
| 7D | -0.2% | -0.7% | +0.5% | +0.2% |
| 30D | +8.1% | -1.7% | +9.9% | +9.3% |
| 3M | +6.6% | -2.3% | +8.9% | +8.1% |
| 6M | +20.0% | +1.5% | +18.5% | +17.9% |
| YTD | +13.9% | +12.0% | +1.9% | +3.7% |
| 1Y | +18.4% | +12.9% | +5.5% | +7.1% |
| 3Y | +53.6% | +74.9% | -21.4% | -2.2% |
| 5Y | +7.8% | +59.9% | -52.2% | -26.9% |
| 10Y | +94.5% | +224.6% | -130.1% | -22.4% |
| All | +94.5% | +224.4% | -129.8% | -22.4% |
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