+65.1%
GNRC vs VT
+76.6%
-11.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.3% |
| 7D | +4.8% | +1.0% | +3.8% | +3.1% |
| 30D | -10.4% | -0.2% | -10.1% | -10.0% |
| 3M | -28.5% | +4.5% | -33.0% | -32.8% |
| 6M | -6.8% | +14.1% | -20.8% | -23.5% |
| YTD | +39.5% | +14.8% | +24.7% | +13.7% |
| 1Y | +3.4% | +21.2% | -17.8% | -21.9% |
| 3Y | +65.1% | +76.6% | -11.4% | -38.7% |
| All | +65.1% | +76.6% | -11.5% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling