+2.0%
GNOM vs VT
+142.0%
-140.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.4% |
| 7D | -4.6% | +2.4% | -7.0% | -7.2% |
| 30D | -6.4% | -1.5% | -4.9% | -4.2% |
| 3M | +4.4% | -4.1% | +8.5% | +10.5% |
| 6M | +33.8% | +0.6% | +33.2% | +33.6% |
| YTD | +35.8% | +11.0% | +24.8% | +20.5% |
| 1Y | +44.9% | +13.3% | +31.6% | +25.5% |
| 3Y | +67.5% | +73.4% | -5.9% | -10.7% |
| 5Y | -27.5% | +57.4% | -84.9% | -56.5% |
| All | +2.0% | +142.0% | -140.0% | -57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling