+115.4%
GEF vs VT
+215.5%
-100.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.4% |
| 7D | -11.6% | -2.3% | -9.2% | -9.4% |
| 30D | -11.8% | -5.0% | -6.8% | -7.1% |
| 3M | -18.1% | -4.9% | -13.2% | -13.9% |
| 6M | +8.0% | -1.5% | +9.6% | +9.0% |
| YTD | +9.8% | +8.5% | +1.3% | -0.8% |
| 1Y | +30.3% | +11.4% | +18.9% | +14.1% |
| 3Y | +22.9% | +70.1% | -47.2% | -33.4% |
| 5Y | +25.0% | +53.7% | -28.7% | -24.3% |
| All | +115.4% | +215.5% | -100.1% | -41.2% |
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