+64.3%
GEME vs VT
+32.9%
+31.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +0.7% |
| 7D | +1.0% | -0.7% | +1.7% | +1.8% |
| 30D | -4.8% | -1.7% | -3.1% | -2.8% |
| 3M | -9.0% | -2.3% | -6.7% | -6.4% |
| 6M | -11.7% | +1.5% | -13.2% | -12.7% |
| YTD | +19.7% | +12.0% | +7.6% | +7.2% |
| 1Y | +24.7% | +12.9% | +11.8% | +10.9% |
| All | +64.3% | +32.9% | +31.4% | +23.4% |
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