+230.7%
GM vs VMC
+613.5%
-382.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -0.9% |
| 7D | -1.1% | -5.3% | +4.2% | +1.3% |
| 30D | -4.6% | -12.3% | +7.7% | +1.0% |
| 3M | +0.2% | -10.3% | +10.5% | +4.7% |
| 6M | +12.6% | -8.6% | +21.2% | +16.5% |
| YTD | +3.7% | -11.9% | +15.6% | +8.3% |
| 1Y | +45.6% | -13.9% | +59.5% | +53.4% |
| 3Y | +162.0% | +18.2% | +143.8% | +135.2% |
| 5Y | +80.5% | +47.7% | +32.7% | +46.0% |
| 10Y | +231.3% | +152.5% | +78.8% | +105.2% |
| All | +230.7% | +613.5% | -382.8% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling