+39.4%
GM vs VMC
+3.7%
+35.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.6% | 0.0% | +2.9% |
| 7D | +12.1% | +12.3% | -0.3% | +7.5% |
| 30D | +15.2% | +21.2% | -6.0% | +7.5% |
| 3M | +4.9% | +4.6% | +0.3% | +2.8% |
| 6M | +22.6% | +3.9% | +18.8% | +19.9% |
| YTD | +14.4% | +5.0% | +9.4% | +8.8% |
| 1Y | +39.4% | +2.6% | +36.8% | +33.7% |
| All | +39.4% | +3.7% | +35.7% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling