+132.6%
GEM vs VT
+250.7%
-118.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.2% | -1.4% |
| 7D | -7.0% | -4.2% | -2.8% | -3.1% |
| 30D | -14.3% | -5.8% | -8.5% | -9.2% |
| 3M | -11.2% | -5.2% | -6.0% | -6.4% |
| 6M | -9.7% | +0.1% | -9.9% | -9.1% |
| YTD | +7.2% | +8.2% | -1.1% | +0.8% |
| 1Y | +8.6% | +10.1% | -1.5% | +0.5% |
| 3Y | +62.2% | +69.7% | -7.5% | +0.8% |
| 5Y | +34.0% | +53.4% | -19.3% | -9.0% |
| 10Y | +103.3% | +219.2% | -115.9% | -34.3% |
| All | +132.6% | +250.7% | -118.1% | -29.9% |
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