-71.1%
GECC vs VT
+223.7%
-294.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -1.6% |
| 7D | 0.0% | +0.4% | -0.4% | -0.3% |
| 30D | 0.0% | -2.6% | +2.6% | +1.6% |
| 3M | -11.4% | -3.2% | -8.1% | -9.7% |
| 6M | -10.5% | +0.9% | -11.5% | -11.3% |
| YTD | -18.4% | +11.3% | -29.7% | -24.0% |
| 1Y | -22.0% | +14.0% | -36.0% | -28.4% |
| 3Y | -17.8% | +75.8% | -93.6% | -44.3% |
| 5Y | -48.3% | +57.8% | -106.1% | -62.5% |
| 10Y | -71.1% | +219.8% | -290.9% | -86.9% |
| All | -71.1% | +223.7% | -294.8% | -86.9% |
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