+152.3%
GNR vs VT
+431.7%
-279.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.3% | +0.4% | +0.8% | +0.8% |
| 30D | +7.5% | +1.0% | +6.5% | +6.3% |
| 3M | +6.7% | +2.4% | +4.3% | +3.8% |
| 6M | +8.7% | +12.0% | -3.3% | -4.2% |
| YTD | +28.3% | +15.3% | +13.0% | +9.6% |
| 1Y | +40.7% | +22.6% | +18.1% | +12.5% |
| 3Y | +54.1% | +74.7% | -20.6% | -16.5% |
| 5Y | +79.7% | +66.1% | +13.5% | +2.2% |
| 10Y | +182.8% | +225.0% | -42.2% | -22.9% |
| All | +152.3% | +431.7% | -279.5% | -59.0% |
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 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