+390.5%
GE vs VST
+561.4%
-170.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.6% | -7.8% | +0.2% |
| 7D | +7.1% | -9.8% | +16.9% | +9.2% |
| 30D | +6.5% | -25.1% | +31.6% | +13.2% |
| 3M | -13.6% | -11.6% | -2.0% | -12.2% |
| 6M | +6.0% | -20.9% | +26.9% | +10.1% |
| YTD | +5.4% | -22.3% | +27.7% | +8.6% |
| 1Y | +6.5% | -32.0% | +38.5% | +13.3% |
| 3Y | +268.6% | +262.4% | +6.2% | +118.2% |
| All | +390.5% | +561.4% | -170.9% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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