-42.7%
GPRE vs VT
+215.5%
-258.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.7% | -3.8% |
| 7D | -6.2% | -2.3% | -3.9% | -3.3% |
| 30D | -13.8% | -5.0% | -8.8% | -7.6% |
| 3M | -13.0% | -4.9% | -8.1% | -7.3% |
| 6M | -22.0% | -1.5% | -20.5% | -21.8% |
| YTD | +35.0% | +8.5% | +26.5% | +14.3% |
| 1Y | +37.5% | +11.4% | +26.2% | +11.2% |
| 3Y | -52.6% | +70.1% | -122.6% | -80.4% |
| 5Y | -68.5% | +53.7% | -122.3% | -84.2% |
| All | -42.7% | +215.5% | -258.2% | -88.4% |
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