-18.0%
GNSS vs VT
+217.6%
-235.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -3.4% | -0.1% | -3.3% | -3.3% |
| 30D | +2.9% | -3.1% | +6.0% | +5.4% |
| 3M | -14.0% | -3.5% | -10.5% | -11.7% |
| 6M | -31.6% | +0.5% | -32.0% | -31.8% |
| YTD | -34.4% | +10.8% | -45.2% | -39.0% |
| 1Y | -40.8% | +11.9% | -52.7% | -45.3% |
| 3Y | -13.0% | +73.0% | -85.9% | -39.8% |
| 5Y | -73.4% | +58.6% | -132.0% | -80.6% |
| 10Y | -18.0% | +219.2% | -237.2% | -65.0% |
| All | -18.0% | +217.6% | -235.7% | -65.0% |
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