+163.3%
GEO vs VT
+53.2%
+110.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.1% | -4.5% | -4.5% |
| 7D | -11.8% | -4.2% | -7.6% | -7.9% |
| 30D | -15.9% | -5.8% | -10.1% | -10.7% |
| 3M | -19.9% | -5.2% | -14.6% | -15.5% |
| 6M | +37.1% | +0.1% | +37.0% | +36.5% |
| YTD | +56.1% | +8.2% | +47.9% | +43.4% |
| 1Y | +49.7% | +10.1% | +39.6% | +35.2% |
| 3Y | +178.4% | +69.7% | +108.8% | +68.2% |
| 5Y | +163.3% | +53.4% | +109.9% | +69.6% |
| All | +163.3% | +53.2% | +110.1% | +69.6% |
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