+181.1%
GNR vs VT
+221.4%
-40.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.3% |
| 7D | +1.6% | +1.0% | +0.6% | +0.6% |
| 30D | +7.2% | -0.2% | +7.5% | +7.4% |
| 3M | +11.5% | +4.5% | +7.0% | +6.3% |
| 6M | +11.1% | +14.1% | -3.0% | -3.6% |
| YTD | +29.3% | +14.8% | +14.5% | +11.6% |
| 1Y | +40.5% | +21.2% | +19.3% | +14.5% |
| 3Y | +58.2% | +76.6% | -18.3% | -14.1% |
| 5Y | +84.1% | +66.6% | +17.5% | +5.9% |
| 10Y | +181.1% | +222.3% | -41.2% | -21.8% |
| All | +181.1% | +221.4% | -40.4% | -21.8% |
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