-69.7%
GNLX vs VT
+79.9%
-149.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.6% | -1.4% |
| 7D | -4.8% | +2.4% | -7.2% | -8.3% |
| 30D | -19.6% | -1.5% | -18.1% | -17.5% |
| 3M | -29.1% | -4.1% | -25.0% | -23.8% |
| 6M | -41.5% | +0.6% | -42.1% | -41.9% |
| YTD | -57.2% | +11.0% | -68.3% | -63.5% |
| 1Y | -66.2% | +13.3% | -79.5% | -72.0% |
| 3Y | -86.8% | +73.4% | -160.2% | -93.8% |
| All | -69.7% | +79.9% | -149.6% | -87.9% |
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