+75.9%
GE vs VG
-46.6%
+122.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.1% | +1.4% |
| 7D | +4.0% | +5.5% | -1.5% | +4.0% |
| 30D | +11.1% | -3.6% | +14.6% | +11.0% |
| 3M | -6.7% | -4.0% | -2.8% | -6.8% |
| 6M | +14.3% | +9.4% | +4.9% | +13.3% |
| YTD | +11.7% | +86.6% | -74.9% | +2.7% |
| 1Y | +10.9% | +69.5% | -58.6% | +2.8% |
| All | +75.9% | -46.6% | +122.5% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling