-98.9%
GEVO vs VT
+223.7%
-322.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.6% | +3.2% | +2.0% |
| 7D | +25.6% | +0.4% | +25.3% | +25.3% |
| 30D | +11.4% | -2.6% | +14.0% | +15.9% |
| 3M | -6.4% | -3.2% | -3.1% | -1.5% |
| 6M | -19.7% | +0.9% | -20.6% | -20.7% |
| YTD | -26.5% | +11.3% | -37.8% | -38.0% |
| 1Y | -32.9% | +14.0% | -46.9% | -45.3% |
| 3Y | +38.7% | +75.8% | -37.2% | -37.2% |
| 5Y | -80.2% | +57.8% | -138.0% | -89.0% |
| 10Y | -98.9% | +219.8% | -318.8% | -99.7% |
| All | -98.9% | +223.7% | -322.6% | -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 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