+152.0%
GE vs VIG
+262.6%
-110.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.7% | +3.5% | -0.8% | -1.6% |
| 30D | +8.1% | +4.9% | +3.1% | +1.9% |
| 3M | -7.9% | +2.5% | -10.4% | -10.5% |
| 6M | +12.9% | +11.0% | +1.9% | -0.6% |
| YTD | +8.2% | +16.0% | -7.8% | -9.3% |
| 1Y | +9.7% | +17.5% | -7.9% | -9.6% |
| 3Y | +266.1% | +67.0% | +199.1% | +99.0% |
| 5Y | +407.4% | +64.8% | +342.6% | +181.7% |
| All | +152.0% | +262.6% | -110.7% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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