-79.4%
GNK vs VT
+223.1%
-302.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -3.0% |
| 7D | +4.8% | +0.4% | +4.4% | +4.0% |
| 30D | -2.1% | -2.6% | +0.5% | +0.4% |
| 3M | +5.7% | -3.2% | +8.9% | +9.0% |
| 6M | +4.8% | +0.9% | +3.8% | +2.4% |
| YTD | +50.7% | +11.3% | +39.4% | +32.2% |
| 1Y | +65.7% | +14.0% | +51.7% | +41.5% |
| 3Y | +134.0% | +75.8% | +58.1% | +21.5% |
| 5Y | +141.7% | +57.8% | +83.9% | +41.6% |
| 10Y | +643.4% | +219.8% | +423.6% | +135.7% |
| All | -79.4% | +223.1% | -302.5% | -93.7% |
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