+147.8%
GE vs VMC
+154.4%
-6.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -2.8% | -3.7% | +0.9% | -1.1% |
| 30D | -11.9% | -12.8% | +0.8% | -6.5% |
| 3M | +1.8% | -7.9% | +9.8% | +5.2% |
| 6M | -0.6% | -7.5% | +6.9% | +2.6% |
| YTD | +5.5% | -11.6% | +17.2% | +10.5% |
| 1Y | +15.0% | -14.3% | +29.2% | +21.8% |
| 3Y | +269.5% | +18.5% | +251.0% | +235.5% |
| 5Y | +422.4% | +46.8% | +375.7% | +327.8% |
| All | +147.8% | +154.4% | -6.6% | +70.1% |
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