-40.7%
GNW vs VT
+374.2%
-414.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.7% | +0.4% | +3.3% | +2.8% |
| 30D | +6.8% | +1.0% | +5.8% | +4.7% |
| 3M | +22.1% | +2.4% | +19.7% | +14.1% |
| 6M | +20.9% | +12.0% | +8.9% | -7.0% |
| YTD | +14.6% | +15.3% | -0.7% | -17.3% |
| 1Y | +19.5% | +22.6% | -3.1% | -24.4% |
| 3Y | +77.2% | +74.7% | +2.6% | -47.8% |
| 5Y | +183.6% | +66.1% | +117.4% | -12.9% |
| 10Y | +115.6% | +225.0% | -109.4% | -88.0% |
| All | -40.7% | +374.2% | -414.9% | -97.6% |
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 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