+18.1%
GGME vs VT
+57.4%
-39.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | -0.1% |
| 7D | +3.5% | +0.4% | +3.1% | +3.0% |
| 30D | -5.4% | -2.6% | -2.8% | -2.1% |
| 3M | -0.6% | -3.2% | +2.6% | +3.7% |
| 6M | +5.3% | +0.9% | +4.3% | +4.1% |
| YTD | +5.9% | +11.3% | -5.4% | -7.7% |
| 1Y | +1.8% | +14.0% | -12.2% | -14.0% |
| 3Y | +80.5% | +75.8% | +4.7% | -11.2% |
| 5Y | +18.1% | +57.8% | -39.7% | -32.9% |
| All | +18.1% | +57.4% | -39.2% | -32.9% |
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 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