-74.1%
GECC vs VT
+219.0%
-293.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.0% | -2.3% | +3.3% | +2.4% |
| 30D | -0.2% | -5.0% | +4.8% | +2.9% |
| 3M | -9.1% | -4.9% | -4.2% | -6.3% |
| 6M | -4.2% | -1.5% | -2.7% | -3.5% |
| YTD | -18.4% | +8.5% | -26.9% | -22.6% |
| 1Y | -20.2% | +11.4% | -31.6% | -25.6% |
| 3Y | -15.0% | +70.1% | -85.1% | -40.8% |
| 5Y | -47.5% | +53.7% | -101.3% | -61.2% |
| 10Y | -74.1% | +220.0% | -294.1% | -84.0% |
| All | -74.1% | +219.0% | -293.2% | -84.0% |
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 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