+145.6%
GUNR vs VT
+424.3%
-278.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.4% |
| 7D | -2.3% | -2.3% | 0.0% | -0.2% |
| 30D | -1.3% | -5.0% | +3.6% | +3.4% |
| 3M | 0.0% | -4.9% | +4.8% | +4.6% |
| 6M | -3.7% | -1.5% | -2.1% | -2.8% |
| YTD | +16.0% | +8.5% | +7.5% | +6.1% |
| 1Y | +24.4% | +11.4% | +13.0% | +10.8% |
| 3Y | +44.5% | +70.1% | -25.6% | -16.4% |
| 5Y | +59.5% | +53.7% | +5.8% | +1.4% |
| 10Y | +165.0% | +220.0% | -54.9% | -21.6% |
| All | +145.6% | +424.3% | -278.8% | -55.5% |
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 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