Period | Mean GBM | Mean VG | t-Value | p-Value |
In-Sample | 51.02% | 52.05% | −0.43 | 0.67 |
Out-Sample | 50.33% | 49.01% | 0.33 | 0.74 |
All Periods | 50.81% | 51.11% | −0.15 | 0.88 |