-100.0%
GNLN vs VT
+146.7%
-246.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.9% | +14.6% | +14.3% |
| 7D | +6.4% | -1.1% | +7.5% | +8.3% |
| 30D | +57.7% | -1.0% | +58.7% | +58.8% |
| 3M | -2.9% | +3.2% | -6.1% | -7.5% |
| 6M | -56.0% | +12.5% | -68.5% | -61.7% |
| YTD | -76.3% | +14.1% | -90.3% | -79.7% |
| 1Y | -89.4% | +18.9% | -108.3% | -91.5% |
| 3Y | -100.0% | +74.1% | -174.1% | -100.0% |
| 5Y | -100.0% | +66.9% | -166.9% | -100.0% |
| All | -100.0% | +146.7% | -246.7% | -100.0% |
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 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