+163.2%
GGME vs VT
+215.5%
-52.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.0% |
| 7D | -0.6% | -2.3% | +1.7% | +2.1% |
| 30D | -8.0% | -5.0% | -3.0% | -2.5% |
| 3M | -1.7% | -4.9% | +3.1% | +4.1% |
| 6M | +2.9% | -1.5% | +4.4% | +4.8% |
| YTD | +2.6% | +8.5% | -5.9% | -6.3% |
| 1Y | -1.5% | +11.4% | -12.9% | -12.8% |
| 3Y | +77.4% | +70.1% | +7.4% | -0.6% |
| 5Y | +14.1% | +53.7% | -39.6% | -28.1% |
| All | +163.2% | +215.5% | -52.3% | -16.5% |
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 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