-90.7%
GNLN vs VT
+18.7%
-109.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.6% | -3.1% |
| 7D | -9.2% | -2.0% | -7.2% | -6.1% |
| 30D | +31.6% | -1.4% | +33.1% | +33.0% |
| 3M | -17.8% | +4.7% | -22.6% | -27.2% |
| 6M | -62.8% | +11.4% | -74.1% | -70.4% |
| YTD | -79.5% | +13.1% | -92.5% | -83.6% |
| 1Y | -90.7% | +19.0% | -109.7% | -92.7% |
| All | -90.7% | +18.7% | -109.4% | -92.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling