-79.4%
GNK vs VT
+214.9%
-294.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.6% |
| 7D | -0.7% | -2.3% | +1.6% | +1.5% |
| 30D | -4.1% | -5.0% | +0.9% | +1.1% |
| 3M | +6.7% | -4.9% | +11.6% | +12.2% |
| 6M | +6.7% | -1.5% | +8.2% | +7.3% |
| YTD | +51.0% | +8.5% | +42.5% | +36.3% |
| 1Y | +65.6% | +11.4% | +54.2% | +45.2% |
| 3Y | +139.3% | +70.1% | +69.2% | +29.0% |
| 5Y | +149.3% | +53.7% | +95.6% | +50.5% |
| 10Y | +679.7% | +220.0% | +459.8% | +151.8% |
| All | -79.4% | +214.9% | -294.3% | -93.5% |
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