+173.5%
GEM vs VT
+273.8%
-100.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.4% |
| 3M | -0.1% | +2.4% | -2.5% | -1.9% |
| 6M | +17.0% | +12.0% | +4.9% | +6.0% |
| YTD | +26.0% | +15.3% | +10.6% | +11.3% |
| 1Y | +39.7% | +22.6% | +17.1% | +16.8% |
| 3Y | +87.2% | +74.7% | +12.5% | +12.8% |
| 5Y | +50.6% | +66.1% | -15.5% | -5.4% |
| 10Y | +131.6% | +225.0% | -93.4% | -26.1% |
| All | +173.5% | +273.8% | -100.3% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling