+410.2%
GE vs VMC
+46.4%
+363.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.1% |
| 7D | +5.4% | +1.1% | +4.2% | +4.8% |
| 30D | +9.6% | +17.7% | -8.0% | +0.4% |
| 3M | -7.7% | +1.1% | -8.8% | -8.5% |
| 6M | +14.0% | +1.8% | +12.2% | +12.0% |
| YTD | +10.2% | +1.5% | +8.7% | +7.5% |
| 1Y | +8.9% | -1.1% | +10.1% | +7.7% |
| 3Y | +273.7% | +38.8% | +234.9% | +197.0% |
| 5Y | +410.2% | +49.6% | +360.7% | +278.3% |
| All | +410.2% | +46.4% | +363.8% | +278.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling