+118.4%
GEM vs VT
+219.2%
-100.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +0.6% |
| 7D | +0.6% | +0.4% | +0.2% | +0.3% |
| 30D | -8.0% | -2.6% | -5.4% | -5.6% |
| 3M | -6.9% | -3.2% | -3.7% | -3.8% |
| 6M | -8.8% | +0.9% | -9.8% | -9.0% |
| YTD | +12.5% | +11.3% | +1.2% | +3.2% |
| 1Y | +14.8% | +14.0% | +0.8% | +3.1% |
| 3Y | +71.9% | +75.8% | -3.9% | +4.4% |
| 5Y | +40.1% | +57.8% | -17.8% | -6.6% |
| All | +118.4% | +219.2% | -100.8% | -30.0% |
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