-84.4%
GRML price history and return analytics
+20.4%
-104.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.0% | -1.9% |
| 7D | -14.0% | -0.1% | -13.8% | -13.8% |
| 30D | -58.1% | -0.7% | -57.4% | -56.8% |
| 3M | -72.0% | +4.0% | -76.0% | -74.0% |
| 6M | -82.2% | +12.3% | -94.5% | -86.5% |
| YTD | -71.0% | +14.0% | -85.0% | -80.1% |
| 1Y | -84.4% | +20.3% | -104.7% | -91.5% |
| All | -84.4% | +20.4% | -104.9% | -91.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling