-74.0%
GECC vs VT
+218.3%
-292.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | +0.8% |
| 7D | +0.8% | -4.2% | +5.0% | +3.4% |
| 30D | +0.2% | -5.8% | +6.0% | +3.9% |
| 3M | +1.4% | -5.2% | +6.6% | +4.7% |
| 6M | -4.0% | +0.1% | -4.1% | -4.3% |
| YTD | -18.1% | +8.2% | -26.3% | -22.2% |
| 1Y | -21.5% | +10.1% | -31.6% | -26.2% |
| 3Y | -16.7% | +69.7% | -86.4% | -41.9% |
| 5Y | -47.3% | +53.4% | -100.7% | -61.0% |
| 10Y | -74.0% | +219.2% | -293.3% | -83.9% |
| All | -74.0% | +218.3% | -292.3% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling