-100.0%
GNLN vs VT
+74.2%
-174.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.2% | -2.2% |
| 7D | -6.6% | -0.1% | -6.4% | -6.5% |
| 30D | +38.5% | -0.7% | +39.1% | +38.4% |
| 3M | -10.3% | +4.0% | -14.3% | -14.9% |
| 6M | -60.4% | +12.3% | -72.7% | -64.6% |
| YTD | -78.5% | +14.0% | -92.5% | -81.0% |
| 1Y | -89.9% | +20.3% | -110.2% | -91.4% |
| All | -100.0% | +74.2% | -174.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling