+91.8%
GEV vs VG
-44.6%
+136.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | +3.7% | +14.0% | -10.2% | +2.3% |
| 30D | -14.7% | -1.0% | -13.7% | -14.8% |
| 3M | -23.4% | -2.7% | -20.7% | -23.5% |
| 6M | -24.3% | +1.5% | -25.8% | -25.4% |
| YTD | +23.2% | +93.7% | -70.5% | +2.8% |
| 1Y | +44.2% | +68.5% | -24.3% | +23.8% |
| All | +91.8% | -44.6% | +136.3% | +128.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling