-16.2%
GTN vs VT
+221.8%
-238.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.5% |
| 7D | +21.7% | +2.4% | +19.4% | +18.1% |
| 30D | +38.3% | -1.5% | +39.8% | +41.5% |
| 3M | +20.6% | -4.1% | +24.7% | +28.2% |
| 6M | +49.4% | +0.6% | +48.9% | +47.4% |
| YTD | +30.6% | +11.0% | +19.5% | +11.1% |
| 1Y | +32.6% | +13.3% | +19.2% | +9.5% |
| 3Y | +3.2% | +73.4% | -70.1% | -53.9% |
| 5Y | -66.4% | +57.4% | -123.8% | -82.6% |
| All | -16.2% | +221.8% | -238.0% | -85.2% |
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