+8.5%
GNL vs VT
+225.2%
-216.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.4% | +0.4% | -0.9% | -0.9% |
| 30D | +5.8% | +1.0% | +4.8% | +4.7% |
| 3M | -0.8% | +2.4% | -3.2% | -3.7% |
| 6M | +0.4% | +12.0% | -11.6% | -11.5% |
| YTD | +12.9% | +15.3% | -2.5% | -3.7% |
| 1Y | +25.5% | +22.6% | +2.9% | 0.0% |
| 3Y | +20.3% | +74.7% | -54.4% | -34.9% |
| 5Y | -3.2% | +66.1% | -69.3% | -45.1% |
| 10Y | +8.4% | +225.0% | -216.6% | -67.8% |
| All | +8.5% | +225.2% | -216.7% | -68.0% |
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