+168.5%
GNE vs VT
+403.8%
-235.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +4.4% | +0.4% | +3.9% | +4.0% |
| 30D | +10.4% | +1.0% | +9.4% | +9.5% |
| 3M | +12.8% | +2.4% | +10.4% | +10.4% |
| 6M | +6.3% | +12.0% | -5.7% | -3.1% |
| YTD | +14.3% | +15.3% | -1.0% | +1.9% |
| 1Y | +5.2% | +22.6% | -17.4% | -10.4% |
| 3Y | +6.9% | +74.7% | -67.7% | -31.1% |
| 5Y | +168.6% | +66.1% | +102.4% | +77.3% |
| 10Y | +246.2% | +225.0% | +21.2% | +21.6% |
| All | +168.5% | +403.8% | -235.3% | -36.4% |
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