+81.6%
GM vs VO
+40.2%
+41.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +4.0% |
| 7D | -1.1% | -2.5% | +1.4% | +2.1% |
| 30D | -3.4% | -3.2% | -0.2% | +0.6% |
| 3M | +8.7% | +3.9% | +4.8% | +3.6% |
| 6M | +15.4% | +9.6% | +5.8% | +3.1% |
| YTD | +6.6% | +11.6% | -5.0% | -6.9% |
| 1Y | +51.5% | +12.6% | +38.9% | +30.8% |
| 3Y | +169.3% | +55.4% | +114.0% | +53.5% |
| 5Y | +81.6% | +41.8% | +39.7% | +17.1% |
| All | +81.6% | +40.2% | +41.4% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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