-9.9%
GTN vs VT
+217.6%
-227.5%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.6% |
| 7D | +24.1% | -0.1% | +24.2% | +24.6% |
| 30D | +28.2% | -3.1% | +31.3% | +34.2% |
| 3M | +18.8% | -3.5% | +22.3% | +25.1% |
| 6M | +39.5% | +0.5% | +39.0% | +37.7% |
| YTD | +26.9% | +10.8% | +16.1% | +8.3% |
| 1Y | +23.7% | +11.9% | +11.8% | +4.1% |
| 3Y | -3.4% | +73.0% | -76.3% | -56.7% |
| 5Y | -67.4% | +58.6% | -126.0% | -83.3% |
| 10Y | -9.9% | +219.2% | -229.1% | -81.6% |
| All | -9.9% | +217.6% | -227.5% | -81.6% |
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 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