-86.5%
GEOS vs VT
+363.9%
-450.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -5.7% |
| 7D | -15.5% | -0.3% | -15.1% | -15.2% |
| 30D | -17.1% | -1.4% | -15.6% | -15.4% |
| 3M | -46.1% | -1.4% | -44.7% | -45.2% |
| 6M | -57.0% | +5.5% | -62.5% | -59.6% |
| YTD | -76.7% | +12.8% | -89.5% | -79.7% |
| 1Y | -84.8% | +15.4% | -100.3% | -87.2% |
| 3Y | -66.4% | +76.9% | -143.3% | -83.6% |
| 5Y | -57.3% | +60.4% | -117.7% | -77.7% |
| 10Y | -78.8% | +232.8% | -311.5% | -95.7% |
| All | -86.5% | +363.9% | -450.4% | -98.3% |
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