+13.3%
GNMA price history and return analytics
+74.2%
-60.9%
-5.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -1.5% | -1.1% | -0.4% | -1.4% |
| 30D | -1.6% | -1.0% | -0.6% | -1.5% |
| 3M | -2.1% | +3.2% | -5.3% | -2.4% |
| 6M | -2.1% | +12.5% | -14.6% | -3.2% |
| YTD | -1.3% | +14.1% | -15.3% | -2.5% |
| 1Y | -0.1% | +18.9% | -19.0% | -1.8% |
| 3Y | +13.3% | +74.1% | -60.8% | +3.1% |
| All | +13.3% | +74.2% | -60.9% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling