-48.4%
GERN vs VT
+215.5%
-264.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +3.9% |
| 7D | +11.2% | -2.3% | +13.6% | +15.0% |
| 30D | -17.5% | -5.0% | -12.5% | -12.1% |
| 3M | -36.9% | -4.9% | -32.1% | -32.9% |
| 6M | -37.3% | -1.5% | -35.8% | -36.0% |
| YTD | -25.0% | +8.5% | -33.5% | -30.8% |
| 1Y | -8.3% | +11.4% | -19.7% | -17.7% |
| 3Y | -46.5% | +70.1% | -116.6% | -69.1% |
| 5Y | -40.0% | +53.7% | -93.7% | -61.1% |
| All | -48.4% | +215.5% | -264.0% | -85.8% |
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 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