+248.7%
GEO vs VT
+57.5%
+191.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.5% | +6.4% | +6.4% |
| 7D | +13.8% | -0.1% | +13.9% | +14.3% |
| 30D | +2.6% | -3.1% | +5.7% | +6.1% |
| 3M | +4.2% | -3.5% | +7.7% | +8.0% |
| 6M | +46.8% | +0.5% | +46.3% | +45.4% |
| YTD | +98.1% | +10.8% | +87.4% | +78.1% |
| 1Y | +113.2% | +11.9% | +101.3% | +89.6% |
| 3Y | +242.0% | +73.0% | +169.0% | +102.9% |
| 5Y | +248.7% | +58.6% | +190.1% | +117.2% |
| All | +248.7% | +57.5% | +191.1% | +117.2% |
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