+2,883.5%
GE vs VMC
+3,246.6%
-363.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | -1.6% | -4.3% | +2.7% | +0.1% |
| 30D | -11.6% | -8.2% | -3.3% | -8.6% |
| 3M | +3.0% | -7.0% | +10.1% | +5.7% |
| 6M | -0.5% | -10.8% | +10.2% | +3.8% |
| YTD | +9.7% | -7.4% | +17.1% | +12.4% |
| 1Y | +20.0% | -9.5% | +29.5% | +23.8% |
| 3Y | +275.8% | +20.5% | +255.4% | +244.0% |
| 5Y | +429.1% | +51.6% | +377.5% | +340.0% |
| 10Y | +151.2% | +150.0% | +1.1% | +63.5% |
| All | +2,883.5% | +3,246.6% | -363.1% | +684.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling