+130.5%
GTN vs VT
+374.2%
-243.7%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +2.5% | +0.4% | +2.0% | +1.7% |
| 30D | +13.8% | +1.0% | +12.8% | +12.4% |
| 3M | +25.4% | +2.4% | +23.0% | +19.4% |
| 6M | -9.2% | +12.0% | -21.2% | -26.3% |
| YTD | +6.2% | +15.3% | -9.2% | -18.1% |
| 1Y | -13.4% | +22.6% | -36.0% | -40.0% |
| 3Y | -23.1% | +74.7% | -97.8% | -70.8% |
| 5Y | -71.8% | +66.1% | -138.0% | -88.7% |
| 10Y | -43.8% | +225.0% | -268.8% | -93.3% |
| All | +130.5% | +374.2% | -243.7% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling