+373.1%
GNE vs VT
+215.5%
+157.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.2% | +5.8% | +5.9% |
| 7D | +7.7% | -2.3% | +10.0% | +9.3% |
| 30D | +6.2% | -5.0% | +11.2% | +9.5% |
| 3M | +20.8% | -4.9% | +25.7% | +24.4% |
| 6M | +25.4% | -1.5% | +26.9% | +25.8% |
| YTD | +30.6% | +8.5% | +22.1% | +23.0% |
| 1Y | +23.3% | +11.4% | +11.9% | +14.2% |
| 3Y | -18.6% | +70.1% | -88.7% | -42.7% |
| 5Y | +268.0% | +53.7% | +214.3% | +174.3% |
| All | +373.1% | +215.5% | +157.5% | +188.2% |
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