+240.0%
GM vs VGT
+1,785.1%
-1,545.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.9% | +3.6% |
| 7D | -1.1% | -1.0% | 0.0% | -0.3% |
| 30D | -3.4% | -0.4% | -3.0% | -3.3% |
| 3M | +8.7% | +6.6% | +2.1% | +2.4% |
| 6M | +15.4% | +31.0% | -15.6% | -8.1% |
| YTD | +6.6% | +27.2% | -20.6% | -13.4% |
| 1Y | +51.5% | +34.5% | +17.0% | +17.0% |
| 3Y | +169.3% | +123.1% | +46.2% | +30.6% |
| 5Y | +81.6% | +135.1% | -53.5% | -16.8% |
| 10Y | +240.7% | +803.4% | -562.7% | -57.9% |
| All | +240.0% | +1,785.1% | -1,545.0% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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