-66.3%
GPRE vs VT
+57.0%
-123.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.8% |
| 7D | +0.7% | +2.4% | -1.7% | -2.1% |
| 30D | -10.7% | -1.5% | -9.2% | -9.5% |
| 3M | -14.3% | -4.1% | -10.2% | -10.3% |
| 6M | -20.8% | +0.6% | -21.3% | -22.7% |
| YTD | +35.9% | +11.0% | +24.9% | +14.4% |
| 1Y | +40.2% | +13.3% | +26.9% | +14.2% |
| 3Y | -48.4% | +73.4% | -121.8% | -76.8% |
| All | -66.3% | +57.0% | -123.3% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling