-100.0%
GEVO vs VT
+331.0%
-431.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.9% | +0.2% | +13.7% | +13.6% |
| 7D | +11.2% | -2.3% | +13.5% | +15.3% |
| 30D | +6.9% | -5.0% | +11.9% | +15.2% |
| 3M | -3.5% | -4.9% | +1.4% | +4.1% |
| 6M | -32.2% | -1.5% | -30.7% | -30.8% |
| YTD | -30.5% | +8.5% | -39.0% | -39.3% |
| 1Y | -32.2% | +11.4% | -43.6% | -42.9% |
| 3Y | +14.9% | +70.1% | -55.2% | -45.9% |
| 5Y | -81.1% | +53.7% | -134.8% | -88.7% |
| 10Y | -99.0% | +220.0% | -319.0% | -99.8% |
| All | -100.0% | +331.0% | -431.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling