+3.8%
GNOM vs VT
+142.7%
-138.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -2.9% |
| 7D | -1.9% | +2.9% | -4.8% | -5.1% |
| 30D | -3.9% | -2.5% | -1.4% | -0.5% |
| 3M | +5.5% | -3.3% | +8.8% | +10.5% |
| 6M | +34.3% | +1.5% | +32.8% | +32.6% |
| YTD | +38.2% | +11.4% | +26.9% | +22.2% |
| 1Y | +44.4% | +11.9% | +32.5% | +27.0% |
| 3Y | +69.1% | +73.9% | -4.8% | -10.2% |
| 5Y | -26.2% | +57.9% | -84.1% | -55.8% |
| All | +3.8% | +142.7% | -138.9% | -56.9% |
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