-100.0%
GNLN vs VT
+140.2%
-240.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.3% | -7.9% | -7.8% |
| 7D | -23.2% | +2.4% | -25.6% | -25.7% |
| 30D | -61.8% | -1.5% | -60.3% | -61.1% |
| 3M | -54.0% | -4.1% | -49.9% | -51.7% |
| 6M | -79.8% | +0.6% | -80.3% | -80.1% |
| YTD | -92.9% | +11.0% | -104.0% | -93.8% |
| 1Y | -96.3% | +13.3% | -109.7% | -96.8% |
| 3Y | -100.0% | +73.4% | -173.4% | -100.0% |
| 5Y | -100.0% | +57.4% | -157.4% | -100.0% |
| All | -100.0% | +140.2% | -240.2% | -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 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