-99.2%
GEVO vs VT
+221.4%
-320.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.3% |
| 7D | +0.6% | +1.0% | -0.4% | -0.9% |
| 30D | +5.1% | -0.2% | +5.3% | +5.5% |
| 3M | +4.4% | +4.5% | -0.1% | -2.2% |
| 6M | -22.9% | +14.1% | -37.0% | -37.4% |
| YTD | -17.5% | +14.8% | -32.3% | -33.4% |
| 1Y | +0.6% | +21.2% | -20.6% | -24.6% |
| 3Y | +25.0% | +76.6% | -51.6% | -42.9% |
| 5Y | -71.5% | +66.6% | -138.1% | -85.1% |
| 10Y | -99.2% | +222.3% | -321.4% | -99.7% |
| All | -99.2% | +221.4% | -320.6% | -99.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling