-99.9%
GNS vs VT
+77.5%
-177.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -1.1% | +0.4% | -1.5% | -1.7% |
| 30D | +15.3% | +1.0% | +14.3% | +14.0% |
| 3M | -32.5% | +2.4% | -34.8% | -34.7% |
| 6M | -60.4% | +12.0% | -72.4% | -66.7% |
| YTD | -68.5% | +15.3% | -83.9% | -74.4% |
| 1Y | -78.2% | +22.6% | -100.8% | -83.5% |
| 3Y | -98.3% | +74.7% | -173.0% | -99.1% |
| All | -99.9% | +77.5% | -177.5% | -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 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