+632.4%
GEV vs VMC
-6.6%
+639.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.8% | +3.1% |
| 7D | +1.6% | -3.8% | +5.4% | +3.8% |
| 30D | -7.9% | -9.7% | +1.7% | -2.6% |
| 3M | +5.6% | -9.6% | +15.3% | +10.3% |
| 6M | +13.1% | -4.8% | +17.9% | +13.5% |
| YTD | +46.7% | -10.9% | +57.6% | +50.8% |
| 1Y | +51.3% | -15.6% | +66.9% | +62.4% |
| All | +632.4% | -6.6% | +639.0% | +614.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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