+484.5%
GGME vs VT
+374.2%
+110.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | 0.0% | +0.4% | -0.4% | -0.4% |
| 30D | +3.1% | +1.0% | +2.2% | +2.2% |
| 3M | +0.8% | +2.4% | -1.6% | -1.4% |
| 6M | +19.5% | +12.0% | +7.5% | +7.0% |
| YTD | +7.8% | +15.3% | -7.5% | -6.1% |
| 1Y | +1.6% | +22.6% | -21.0% | -16.5% |
| 3Y | +86.4% | +74.7% | +11.7% | +10.6% |
| 5Y | +22.2% | +66.1% | -44.0% | -22.9% |
| 10Y | +168.8% | +225.0% | -56.2% | -6.4% |
| All | +484.5% | +374.2% | +110.3% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling