+2.5%
GNOM vs VT
+146.4%
-143.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -0.2% |
| 7D | -4.6% | -2.0% | -2.6% | -2.3% |
| 30D | +3.8% | -1.4% | +5.3% | +5.7% |
| 3M | +29.5% | +4.7% | +24.7% | +22.4% |
| 6M | +36.8% | +11.4% | +25.5% | +20.4% |
| YTD | +36.5% | +13.1% | +23.4% | +17.9% |
| 1Y | +72.2% | +19.0% | +53.2% | +40.1% |
| 3Y | +44.2% | +73.9% | -29.7% | -23.8% |
| 5Y | -34.3% | +65.4% | -99.7% | -62.7% |
| All | +2.5% | +146.4% | -143.9% | -58.4% |
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