Period | Mean GBM | Mean VG | t-Value | p-Value |
In-Sample | 46.35% | 47.66% | −0.61 | 0.55 |
Out-Sample | 48.30% | 46.44% | 0.57 | 0.57 |
All Periods | 46.97% | 47.27% | −0.17 | 0.86 |