+304.3%
GRX vs VT
+374.2%
-69.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.3% | +0.4% | -0.7% | -0.6% |
| 30D | +2.9% | +1.0% | +1.9% | +2.2% |
| 3M | +13.2% | +2.4% | +10.8% | +11.1% |
| 6M | +5.1% | +12.0% | -6.9% | -2.9% |
| YTD | +8.1% | +15.3% | -7.3% | -2.2% |
| 1Y | +13.8% | +22.6% | -8.8% | -1.2% |
| 3Y | +28.3% | +74.7% | -46.4% | -12.6% |
| 5Y | -0.6% | +66.1% | -66.8% | -30.5% |
| 10Y | +65.2% | +225.0% | -159.8% | -25.0% |
| All | +304.3% | +374.2% | -69.9% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling