+59.9%
GNTX vs VT
+222.7%
-162.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | 0.0% |
| 7D | -0.9% | -0.1% | -0.7% | -0.8% |
| 30D | -5.0% | -0.7% | -4.3% | -4.4% |
| 3M | -8.3% | +4.0% | -12.3% | -11.7% |
| 6M | +5.3% | +12.3% | -7.0% | -5.9% |
| YTD | -1.1% | +14.0% | -15.1% | -13.0% |
| 1Y | -18.0% | +20.3% | -38.3% | -31.7% |
| 3Y | -25.0% | +75.4% | -100.5% | -57.2% |
| 5Y | -20.8% | +66.0% | -86.7% | -52.3% |
| 10Y | +59.9% | +228.2% | -168.3% | -51.2% |
| All | +59.9% | +222.7% | -162.8% | -51.2% |
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