+19.9%
GNMA price history and return analytics
+360.2%
-340.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | -0.3% | -0.7% | +0.4% | -0.2% |
| 3M | -0.7% | +4.0% | -4.7% | -0.8% |
| 6M | -1.9% | +12.3% | -14.2% | -2.2% |
| YTD | -0.3% | +14.0% | -14.3% | -0.7% |
| 1Y | +1.3% | +20.3% | -19.0% | +0.7% |
| 3Y | +14.5% | +75.4% | -60.9% | +12.8% |
| 5Y | +1.7% | +66.0% | -64.3% | -0.2% |
| 10Y | +11.4% | +228.2% | -216.8% | +10.8% |
| All | +19.9% | +360.2% | -340.4% | +19.6% |
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