-91.5%
GANX vs VT
+78.7%
-170.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.3% |
| 7D | +1.0% | +2.4% | -1.4% | -1.9% |
| 30D | -21.2% | -1.5% | -19.7% | -19.3% |
| 3M | -52.0% | -4.1% | -47.8% | -48.9% |
| 6M | -41.6% | +0.6% | -42.1% | -41.1% |
| YTD | -67.7% | +11.0% | -78.7% | -71.1% |
| 1Y | -65.2% | +13.3% | -78.6% | -69.8% |
| 3Y | -62.7% | +73.4% | -136.1% | -79.2% |
| 5Y | -87.4% | +57.4% | -144.8% | -91.7% |
| All | -91.5% | +78.7% | -170.1% | -95.5% |
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 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