+62.2%
GEME vs VT
+31.8%
+30.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | +2.3% | +2.4% | -0.1% | -0.4% |
| 30D | -3.4% | -1.5% | -1.9% | -1.6% |
| 3M | -11.1% | -4.1% | -7.0% | -6.6% |
| 6M | -11.7% | +0.6% | -12.2% | -11.7% |
| YTD | +18.1% | +11.0% | +7.1% | +7.0% |
| 1Y | +24.1% | +13.3% | +10.8% | +10.3% |
| All | +62.2% | +31.8% | +30.5% | +23.1% |
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