-60.3%
GNLX vs VT
+86.9%
-147.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.1% |
| 7D | -8.3% | +0.4% | -8.7% | -9.0% |
| 30D | -2.8% | +1.0% | -3.8% | -4.3% |
| 3M | -20.8% | +2.4% | -23.2% | -23.8% |
| 6M | -9.0% | +12.0% | -21.0% | -23.9% |
| YTD | -44.0% | +15.3% | -59.4% | -55.3% |
| 1Y | -29.9% | +22.6% | -52.5% | -48.0% |
| 3Y | -89.4% | +74.7% | -164.1% | -95.2% |
| All | -60.3% | +86.9% | -147.2% | -85.2% |
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