+34.6%
GEL vs VT
+53.4%
-18.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.7% | +2.8% |
| 7D | -12.3% | -2.3% | -10.0% | -10.7% |
| 30D | -8.9% | -5.0% | -4.0% | -5.2% |
| 3M | -14.1% | -4.9% | -9.2% | -10.7% |
| 6M | -19.5% | -1.5% | -18.0% | -19.3% |
| YTD | -13.5% | +8.5% | -22.0% | -21.2% |
| 1Y | -16.8% | +11.4% | -28.2% | -26.2% |
| 3Y | +27.2% | +70.1% | -42.9% | -25.3% |
| All | +34.6% | +53.4% | -18.8% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling