-16.5%
GNL vs VT
+212.3%
-228.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | -1.0% | -0.1% | -0.9% | -1.1% |
| 30D | -11.6% | -3.1% | -8.6% | -9.1% |
| 3M | -24.1% | -3.5% | -20.6% | -21.7% |
| 6M | -22.3% | +0.5% | -22.8% | -23.6% |
| YTD | -13.1% | +10.8% | -23.9% | -23.1% |
| 1Y | -4.8% | +11.9% | -16.7% | -16.8% |
| 3Y | +19.9% | +73.0% | -53.0% | -35.1% |
| 5Y | -19.9% | +58.6% | -78.5% | -52.5% |
| 10Y | -6.0% | +219.2% | -225.2% | -71.5% |
| All | -16.5% | +212.3% | -228.8% | -74.5% |
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