+167.9%
GGME vs VT
+223.7%
-55.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +0.2% |
| 7D | +3.5% | +0.4% | +3.1% | +3.1% |
| 30D | -5.4% | -2.6% | -2.8% | -2.5% |
| 3M | -0.6% | -3.2% | +2.6% | +3.2% |
| 6M | +5.3% | +0.9% | +4.3% | +4.3% |
| YTD | +5.9% | +11.3% | -5.4% | -6.1% |
| 1Y | +1.8% | +14.0% | -12.2% | -12.1% |
| 3Y | +80.5% | +75.8% | +4.7% | -2.6% |
| 5Y | +18.1% | +57.8% | -39.7% | -27.7% |
| 10Y | +167.9% | +219.8% | -51.9% | -17.2% |
| All | +167.9% | +223.7% | -55.8% | -17.2% |
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