+90.8%
GEM vs VT
+77.9%
+12.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +2.1% | +0.4% | +1.7% | +1.7% |
| 30D | +4.3% | +1.0% | +3.4% | +3.3% |
| 3M | -0.1% | +2.4% | -2.5% | -2.2% |
| 6M | +17.0% | +12.0% | +4.9% | +5.2% |
| YTD | +26.0% | +15.3% | +10.6% | +10.5% |
| 1Y | +39.7% | +22.6% | +17.1% | +16.2% |
| All | +90.8% | +77.9% | +12.9% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling