+98.0%
GEV vs VG
-50.2%
+148.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.3% | +4.8% | +6.9% |
| 7D | -3.8% | -8.3% | +4.5% | -2.9% |
| 30D | -17.4% | -10.3% | -7.1% | -16.6% |
| 3M | -16.2% | -10.8% | -5.4% | -15.5% |
| 6M | -20.2% | +3.5% | -23.6% | -21.9% |
| YTD | +27.2% | +74.0% | -46.7% | +7.4% |
| 1Y | +44.6% | +48.9% | -4.3% | +25.6% |
| All | +98.0% | -50.2% | +148.3% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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