-71.2%
GECC vs VT
+221.8%
-292.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.1% |
| 7D | -1.8% | +2.4% | -4.2% | -3.2% |
| 30D | -1.8% | -1.5% | -0.3% | -0.9% |
| 3M | -12.2% | -4.1% | -8.1% | -10.0% |
| 6M | -7.2% | +0.6% | -7.8% | -7.8% |
| YTD | -19.9% | +11.0% | -30.9% | -25.2% |
| 1Y | -24.0% | +13.3% | -37.3% | -30.0% |
| 3Y | -20.2% | +73.4% | -93.6% | -45.4% |
| 5Y | -49.1% | +57.4% | -106.5% | -63.0% |
| All | -71.2% | +221.8% | -292.9% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling