+52.4%
GEV vs VIG
+19.5%
+32.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.1% | -11.4% | -12.4% |
| 7D | -5.1% | +2.7% | -7.9% | -9.3% |
| 30D | -15.8% | +7.0% | -22.8% | -25.4% |
| 3M | -18.2% | +4.0% | -22.2% | -23.5% |
| 6M | -22.4% | +12.3% | -34.6% | -37.9% |
| YTD | +27.7% | +16.4% | +11.4% | -7.0% |
| 1Y | +52.4% | +19.2% | +33.1% | +6.1% |
| All | +52.4% | +19.5% | +32.8% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling