+18.8%
GGME vs VT
+58.5%
-39.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | +0.1% |
| 7D | +5.1% | +2.9% | +2.2% | +1.4% |
| 30D | -4.7% | -2.5% | -2.2% | -1.5% |
| 3M | +0.9% | -3.3% | +4.3% | +5.4% |
| 6M | +6.8% | +1.5% | +5.3% | +4.8% |
| YTD | +6.5% | +11.4% | -4.8% | -7.2% |
| 1Y | +0.1% | +11.9% | -11.8% | -13.3% |
| 3Y | +79.0% | +73.9% | +5.1% | -10.8% |
| 5Y | +18.8% | +57.9% | -39.1% | -32.6% |
| All | +18.8% | +58.5% | -39.8% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling