+527.2%
GNK vs VT
+217.6%
+309.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.5% |
| 7D | +5.6% | -0.1% | +5.7% | +5.3% |
| 30D | -1.2% | -3.1% | +1.9% | +2.2% |
| 3M | +7.8% | -3.5% | +11.3% | +11.9% |
| 6M | +5.7% | +0.5% | +5.3% | +3.6% |
| YTD | +52.1% | +10.8% | +41.3% | +32.0% |
| 1Y | +60.2% | +11.9% | +48.3% | +37.2% |
| 3Y | +139.8% | +73.0% | +66.8% | +16.4% |
| 5Y | +154.1% | +58.6% | +95.5% | +37.7% |
| 10Y | +527.2% | +219.2% | +308.0% | +37.9% |
| All | +527.2% | +217.6% | +309.6% | +37.9% |
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