-70.9%
GECC vs VT
+220.7%
-291.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | +0.2% | -3.1% | +3.3% | +2.1% |
| 3M | -7.1% | -3.5% | -3.6% | -5.1% |
| 6M | -10.3% | +0.5% | -10.8% | -10.9% |
| YTD | -18.2% | +10.8% | -29.0% | -23.6% |
| 1Y | -22.8% | +11.9% | -34.7% | -28.3% |
| 3Y | -17.8% | +73.0% | -90.8% | -43.7% |
| 5Y | -48.2% | +58.6% | -106.8% | -62.7% |
| All | -70.9% | +220.7% | -291.6% | -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