+18.4%
GE vs VMC
-15.3%
+33.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.4% | -1.4% |
| 7D | -1.2% | -5.3% | +4.1% | +1.2% |
| 30D | -11.3% | -12.3% | +1.0% | -6.0% |
| 3M | -1.4% | -10.3% | +8.9% | +2.8% |
| 6M | +1.2% | -8.6% | +9.8% | +5.1% |
| YTD | +5.9% | -11.9% | +17.8% | +8.9% |
| 1Y | +18.4% | -13.9% | +32.3% | +23.4% |
| All | +18.4% | -15.3% | +33.7% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling