+43.8%
GEVX vs VT
+23.0%
+20.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +5.2% |
| 7D | +12.4% | +2.9% | +9.5% | +1.2% |
| 30D | -37.1% | -2.5% | -34.6% | -28.9% |
| 3M | -43.9% | -3.3% | -40.5% | -33.8% |
| 6M | -52.2% | +1.5% | -53.8% | -51.7% |
| YTD | +16.0% | +11.4% | +4.6% | -18.7% |
| 1Y | +39.2% | +11.9% | +27.3% | -2.2% |
| All | +43.8% | +23.0% | +20.8% | -31.7% |
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