+76.4%
GCMG vs VOO
+211.4%
-135.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +6.6% | +2.6% | +4.1% | +5.6% |
| 30D | +6.7% | -2.0% | +8.7% | +7.6% |
| 3M | -3.1% | -2.8% | -0.3% | -1.9% |
| 6M | +26.7% | +2.2% | +24.5% | +25.8% |
| YTD | +22.9% | +11.5% | +11.4% | +18.2% |
| 1Y | +22.4% | +13.5% | +8.9% | +16.8% |
| 3Y | +77.8% | +78.1% | -0.3% | +45.1% |
| 5Y | +41.0% | +73.1% | -32.1% | +13.3% |
| All | +76.4% | +211.4% | -135.0% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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