+10.0%
GNL vs VT
+221.4%
-211.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.3% |
| 7D | -0.3% | +1.0% | -1.3% | -1.4% |
| 30D | -1.4% | -0.2% | -1.2% | -1.2% |
| 3M | -1.9% | +4.5% | -6.4% | -6.9% |
| 6M | +2.4% | +14.1% | -11.7% | -12.2% |
| YTD | +12.6% | +14.8% | -2.1% | -4.3% |
| 1Y | +20.8% | +21.2% | -0.4% | -3.9% |
| 3Y | +16.3% | +76.6% | -60.3% | -40.4% |
| 5Y | -2.8% | +66.6% | -69.4% | -47.1% |
| 10Y | +10.0% | +222.3% | -212.2% | -74.2% |
| All | +10.0% | +221.4% | -211.4% | -74.2% |
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