+436.7%
GE vs VMC
+52.4%
+384.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | +0.2% |
| 7D | +1.2% | -0.5% | +1.7% | +1.4% |
| 30D | -9.5% | -9.1% | -0.4% | -4.9% |
| 3M | +4.1% | -4.1% | +8.3% | +5.8% |
| 6M | +3.9% | -5.5% | +9.5% | +6.6% |
| YTD | +9.0% | -8.9% | +17.9% | +12.9% |
| 1Y | +21.9% | -12.9% | +34.9% | +29.0% |
| 3Y | +281.8% | +22.1% | +259.7% | +226.9% |
| 5Y | +436.7% | +52.7% | +384.0% | +298.1% |
| All | +436.7% | +52.4% | +384.3% | +298.1% |
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 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