-69.4%
GELS vs VT
+40.3%
-109.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +61.9% | +0.4% | +61.4% | +61.3% |
| 30D | +59.6% | +1.0% | +58.6% | +56.9% |
| 3M | +75.1% | +2.4% | +72.7% | +63.4% |
| 6M | +13.9% | +12.0% | +1.9% | -12.2% |
| YTD | +12.5% | +15.3% | -2.8% | -19.8% |
| 1Y | -6.3% | +22.6% | -28.8% | -42.6% |
| All | -69.4% | +40.3% | -109.7% | -86.0% |
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