URL in Yii2 GridView

Use 'format' => 'raw' instead of 'format' => 'url'.

I got the solution from Samdark, contributor of yii. need to use format=>'raw':

...    
'format' => 'raw',
     'value'=>function ($data) {
        return Html::a(Html::encode("View"),'site/index');
    },

need to use Html::encode() to ecape XSS

solution:

<?=  GridView::widget([
       'dataProvider' => $dataProvider,
       'filterModel' => $searchModel,
       'columns' => [
       ['class' => 'yii\grid\SerialColumn'],
             [
             'label'=>'bla',
             'format' => 'raw',
             'value'=>function ($data) {
                        return Html::a(['site/index']);
                      },
             ],
     ['class' => 'yii\grid\ActionColumn'],
  ],
]); ?>