Period | Mean GBM | Mean VG | t-Value | p-Value |
In-Sample | 26.41% | 7.55% | 18.49 | 5.98E−18 |
Out-Sample | 25.72% | 8.00% | 10.84 | 2.43E−11 |
All Periods | 26.29% | 7.68% | 20.74 | 7.13E−21 |