+164.8%
GGME vs VT
+222.7%
-57.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | 0.0% |
| 7D | +5.1% | +2.9% | +2.2% | +1.8% |
| 30D | -4.7% | -2.5% | -2.2% | -1.8% |
| 3M | +0.9% | -3.3% | +4.3% | +5.0% |
| 6M | +6.8% | +1.5% | +5.3% | +5.1% |
| YTD | +6.5% | +11.4% | -4.8% | -5.6% |
| 1Y | +0.1% | +11.9% | -11.8% | -11.8% |
| 3Y | +79.0% | +73.9% | +5.1% | -2.3% |
| 5Y | +18.8% | +57.9% | -39.1% | -27.4% |
| All | +164.8% | +222.7% | -57.9% | -21.3% |
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