+195.9%
GEL vs VT
+374.2%
-178.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.3% | +0.4% | -1.8% | -1.8% |
| 30D | +6.7% | +1.0% | +5.7% | +5.5% |
| 3M | +2.6% | +2.4% | +0.2% | -0.6% |
| 6M | -11.9% | +12.0% | -23.9% | -22.8% |
| YTD | +5.1% | +15.3% | -10.2% | -10.9% |
| 1Y | -0.7% | +22.6% | -23.3% | -21.1% |
| 3Y | +76.6% | +74.7% | +1.9% | -3.5% |
| 5Y | +152.7% | +66.1% | +86.6% | +45.4% |
| 10Y | -10.2% | +225.0% | -235.2% | -69.7% |
| All | +195.9% | +374.2% | -178.3% | -32.7% |
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 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