+132.1%
GEF vs VT
+345.0%
-212.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.3% | -0.2% |
| 7D | -10.7% | -4.2% | -6.5% | -6.9% |
| 30D | -11.1% | -5.8% | -5.3% | -5.8% |
| 3M | -18.0% | -5.2% | -12.7% | -13.6% |
| 6M | +10.3% | +0.1% | +10.1% | +9.4% |
| YTD | +11.1% | +8.2% | +2.9% | +1.5% |
| 1Y | +32.3% | +10.1% | +22.2% | +18.6% |
| 3Y | +22.6% | +69.7% | -47.0% | -29.4% |
| 5Y | +26.5% | +53.4% | -26.8% | -20.2% |
| 10Y | +124.1% | +219.2% | -95.1% | -30.0% |
| All | +132.1% | +345.0% | -212.9% | -46.9% |
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