-11.9%
GEL vs VT
+221.4%
-233.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | -4.6% | +1.0% | -5.7% | -5.9% |
| 30D | +4.8% | -0.2% | +5.0% | +5.0% |
| 3M | +3.5% | +4.5% | -1.1% | -3.2% |
| 6M | -10.6% | +14.1% | -24.6% | -26.5% |
| YTD | +4.8% | +14.8% | -10.0% | -14.9% |
| 1Y | +0.5% | +21.2% | -20.6% | -24.5% |
| 3Y | +72.4% | +76.6% | -4.2% | -24.9% |
| 5Y | +155.7% | +66.6% | +89.1% | +20.5% |
| 10Y | -11.9% | +222.3% | -234.2% | -81.1% |
| All | -11.9% | +221.4% | -233.4% | -81.1% |
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