+29.1%
GGN vs VT
+345.0%
-315.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.6% | +4.3% |
| 7D | +1.2% | -4.2% | +5.3% | +4.0% |
| 30D | -1.4% | -5.8% | +4.4% | +2.5% |
| 3M | +3.6% | -5.2% | +8.8% | +7.3% |
| 6M | +2.1% | +0.1% | +1.9% | +1.8% |
| YTD | +6.3% | +8.2% | -1.9% | +0.7% |
| 1Y | +18.4% | +10.1% | +8.3% | +10.9% |
| 3Y | +77.9% | +69.7% | +8.2% | +22.9% |
| 5Y | +104.4% | +53.4% | +51.1% | +49.1% |
| 10Y | +139.1% | +219.2% | -80.1% | +3.6% |
| All | +29.1% | +345.0% | -315.9% | -68.1% |
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