+175.0%
GTN vs VT
+357.8%
-182.8%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -0.8% |
| 7D | +19.1% | +2.9% | +16.2% | +13.8% |
| 30D | +29.1% | -2.5% | +31.6% | +35.0% |
| 3M | +22.0% | -3.3% | +25.4% | +29.3% |
| 6M | +40.9% | +1.5% | +39.3% | +35.9% |
| YTD | +26.7% | +11.4% | +15.3% | +3.6% |
| 1Y | +26.8% | +11.9% | +14.8% | +2.9% |
| 3Y | -3.5% | +73.9% | -77.4% | -63.5% |
| 5Y | -67.4% | +57.9% | -125.3% | -85.7% |
| 10Y | -17.4% | +222.6% | -240.0% | -90.0% |
| All | +175.0% | +357.8% | -182.8% | -82.6% |
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 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