-99.2%
GEVO vs VT
+223.1%
-322.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.8% | +0.4% | -2.2% | -2.5% |
| 30D | +7.2% | +1.0% | +6.2% | +5.9% |
| 3M | -7.3% | +2.4% | -9.7% | -10.4% |
| 6M | -14.1% | +12.0% | -26.1% | -28.4% |
| YTD | -18.0% | +15.3% | -33.3% | -34.3% |
| 1Y | +0.6% | +22.6% | -22.0% | -25.9% |
| 3Y | +26.2% | +74.7% | -48.5% | -41.6% |
| 5Y | -73.2% | +66.1% | -139.3% | -85.9% |
| All | -99.2% | +223.1% | -322.2% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling