+464.0%
VT vs GNRC
+2,087.1%
-1,623.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.5% |
| 7D | +0.4% | +1.9% | -1.5% | 0.0% |
| 30D | +1.0% | -13.8% | +14.8% | +3.9% |
| 3M | +2.4% | -32.6% | +35.0% | +10.1% |
| 6M | +12.0% | -15.2% | +27.2% | +14.1% |
| YTD | +15.3% | +37.4% | -22.0% | +5.6% |
| 1Y | +22.6% | +5.1% | +17.4% | +17.8% |
| 3Y | +74.7% | +57.5% | +17.2% | +49.7% |
| 5Y | +66.1% | -58.7% | +124.9% | +77.9% |
| 10Y | +225.0% | +395.5% | -170.5% | +92.6% |
| All | +464.0% | +2,087.1% | -1,623.1% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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