-59.0%
GNLX vs VT
+84.7%
-143.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | +0.2% |
| 7D | -1.2% | -0.1% | -1.0% | -1.0% |
| 30D | -7.4% | -0.7% | -6.7% | -6.4% |
| 3M | -15.4% | +4.0% | -19.4% | -20.7% |
| 6M | -11.0% | +12.3% | -23.2% | -25.8% |
| YTD | -42.2% | +14.0% | -56.2% | -53.0% |
| 1Y | -31.3% | +20.3% | -51.6% | -47.7% |
| 3Y | -88.9% | +75.4% | -164.3% | -95.0% |
| All | -59.0% | +84.7% | -143.8% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling