-61.7%
GEOS vs VT
+53.2%
-114.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.1% | -4.6% | -4.8% |
| 7D | -21.7% | -4.2% | -17.6% | -18.4% |
| 30D | -23.2% | -5.8% | -17.4% | -18.6% |
| 3M | -51.0% | -5.2% | -45.8% | -48.4% |
| 6M | -59.5% | +0.1% | -59.6% | -59.1% |
| YTD | -78.7% | +8.2% | -86.9% | -79.6% |
| 1Y | -86.3% | +10.1% | -96.4% | -87.1% |
| 3Y | -69.3% | +69.7% | -139.0% | -77.1% |
| 5Y | -61.7% | +53.4% | -115.1% | -71.8% |
| All | -61.7% | +53.2% | -114.9% | -71.8% |
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