+134.8%
GEO vs VT
+223.7%
-88.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.6% | +5.8% | +5.9% |
| 7D | +8.1% | +0.4% | +7.7% | +8.0% |
| 30D | -3.2% | -2.6% | -0.6% | -0.4% |
| 3M | -1.8% | -3.2% | +1.4% | +1.5% |
| 6M | +38.5% | +0.9% | +37.6% | +36.7% |
| YTD | +87.0% | +11.3% | +75.7% | +67.9% |
| 1Y | +99.2% | +14.0% | +85.2% | +74.6% |
| 3Y | +228.0% | +75.8% | +152.1% | +91.4% |
| 5Y | +222.4% | +57.8% | +164.5% | +107.7% |
| 10Y | +134.8% | +219.8% | -85.0% | -27.4% |
| All | +134.8% | +223.7% | -88.8% | -27.4% |
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