+151.2%
GE vs VMC
+126.5%
+24.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -2.8% |
| 7D | +5.1% | -1.7% | +6.8% | +6.0% |
| 30D | +7.6% | +15.3% | -7.7% | +0.8% |
| 3M | -9.3% | +0.3% | -9.6% | -9.6% |
| 6M | +11.5% | +0.9% | +10.7% | +10.5% |
| YTD | +7.9% | -1.0% | +8.9% | +7.2% |
| 1Y | +7.6% | -4.3% | +12.0% | +8.6% |
| 3Y | +265.9% | +35.3% | +230.5% | +212.0% |
| 5Y | +405.9% | +44.4% | +361.5% | +313.2% |
| All | +151.2% | +126.5% | +24.8% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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