+820.1%
GNK vs VT
+221.4%
+598.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.4% |
| 7D | +3.0% | +1.0% | +2.0% | +1.8% |
| 30D | +9.2% | -0.2% | +9.4% | +9.5% |
| 3M | +15.1% | +4.5% | +10.6% | +8.6% |
| 6M | +29.3% | +14.1% | +15.2% | +9.0% |
| YTD | +55.7% | +14.8% | +40.9% | +30.3% |
| 1Y | +60.3% | +21.2% | +39.1% | +25.2% |
| 3Y | +139.4% | +76.6% | +62.9% | +14.3% |
| 5Y | +110.4% | +66.6% | +43.8% | +8.3% |
| 10Y | +820.1% | +222.3% | +597.8% | +97.4% |
| All | +820.1% | +221.4% | +598.6% | +97.4% |
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 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