-17.1%
GNSS vs VT
+223.7%
-240.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -1.2% |
| 7D | -5.4% | +0.4% | -5.7% | -5.5% |
| 30D | +2.9% | -2.6% | +5.5% | +5.0% |
| 3M | -19.0% | -3.2% | -15.7% | -16.9% |
| 6M | -31.6% | +0.9% | -32.5% | -32.0% |
| YTD | -34.4% | +11.3% | -45.7% | -39.2% |
| 1Y | -40.8% | +14.0% | -54.8% | -46.0% |
| 3Y | -16.1% | +75.8% | -91.9% | -42.6% |
| 5Y | -73.3% | +57.8% | -131.2% | -80.5% |
| 10Y | -17.1% | +219.8% | -236.9% | -64.4% |
| All | -17.1% | +223.7% | -240.7% | -64.4% |
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