-92.1%
GNTA vs VT
+67.1%
-159.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | -0.6% | -11.3% | -11.5% |
| 7D | -10.7% | -0.1% | -10.6% | -10.6% |
| 30D | -32.8% | -0.7% | -32.2% | -32.5% |
| 3M | -45.4% | +4.0% | -49.4% | -46.5% |
| 6M | +1.9% | +12.3% | -10.4% | -3.9% |
| YTD | -41.4% | +14.0% | -55.4% | -44.9% |
| 1Y | -74.5% | +20.3% | -94.8% | -76.5% |
| 3Y | -84.8% | +75.4% | -160.3% | -88.4% |
| All | -92.1% | +67.1% | -159.2% | -93.6% |
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