-85.4%
GEMI vs VT
+19.7%
-105.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +1.5% |
| 7D | +12.5% | +1.0% | +11.5% | +9.6% |
| 30D | +14.4% | -0.2% | +14.7% | +16.1% |
| 3M | -2.7% | +4.5% | -7.2% | -12.9% |
| 6M | -47.7% | +14.1% | -61.7% | -62.8% |
| YTD | -52.8% | +14.8% | -67.6% | -68.2% |
| All | -85.4% | +19.7% | -105.1% | -90.9% |
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 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