+328.3%
GRX vs VT
+346.0%
-17.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.3% |
| 7D | +3.1% | -2.3% | +5.4% | +4.5% |
| 30D | +10.8% | -5.0% | +15.8% | +14.4% |
| 3M | +8.9% | -4.9% | +13.7% | +12.2% |
| 6M | +19.0% | -1.5% | +20.5% | +19.5% |
| YTD | +14.5% | +8.5% | +6.0% | +7.6% |
| 1Y | +21.3% | +11.4% | +9.9% | +12.0% |
| 3Y | +51.2% | +70.1% | -18.9% | +4.5% |
| 5Y | +8.3% | +53.7% | -45.5% | -20.4% |
| 10Y | +104.1% | +220.0% | -115.9% | -6.3% |
| All | +328.3% | +346.0% | -17.7% | +35.0% |
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 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