-13.2%
GNL vs VT
+222.7%
-235.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.2% |
| 7D | -5.9% | +2.9% | -8.8% | -8.8% |
| 30D | -12.8% | -2.5% | -10.3% | -10.7% |
| 3M | -23.8% | -3.3% | -20.4% | -21.4% |
| 6M | -23.3% | +1.5% | -24.9% | -25.5% |
| YTD | -15.2% | +11.4% | -26.5% | -25.9% |
| 1Y | -6.5% | +11.9% | -18.4% | -18.9% |
| 3Y | +17.1% | +73.9% | -56.7% | -39.4% |
| 5Y | -21.9% | +57.9% | -79.7% | -54.8% |
| All | -13.2% | +222.7% | -235.9% | -78.1% |
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