-100.0%
GNPX vs VT
+157.7%
-257.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -1.1% |
| 7D | -2.2% | -2.0% | -0.2% | +0.8% |
| 30D | -25.1% | -1.4% | -23.6% | -23.4% |
| 3M | -76.1% | +4.7% | -80.8% | -77.8% |
| 6M | -92.4% | +11.4% | -103.7% | -93.6% |
| YTD | -91.3% | +13.1% | -104.4% | -92.8% |
| 1Y | -98.8% | +19.0% | -117.8% | -99.1% |
| 3Y | -100.0% | +73.9% | -173.9% | -100.0% |
| 5Y | -100.0% | +65.4% | -165.4% | -100.0% |
| All | -100.0% | +157.7% | -257.7% | -100.0% |
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