-34.2%
GPRE vs VT
+224.5%
-258.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +5.4% | +0.4% | +4.9% | +4.6% |
| 30D | -6.3% | +1.0% | -7.3% | -7.9% |
| 3M | +2.5% | +2.4% | +0.1% | -2.0% |
| 6M | +1.8% | +12.0% | -10.2% | -17.0% |
| YTD | +57.7% | +15.3% | +42.3% | +23.2% |
| 1Y | +38.6% | +22.6% | +16.0% | -1.3% |
| 3Y | -50.5% | +74.7% | -125.2% | -79.9% |
| 5Y | -56.2% | +66.1% | -122.4% | -80.2% |
| All | -34.2% | +224.5% | -258.6% | -86.3% |
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