-100.0%
GMEX vs VOO
+77.0%
-177.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.5% | -9.3% | -8.9% |
| 7D | -27.9% | -0.4% | -27.5% | -27.2% |
| 30D | -52.8% | -1.4% | -51.4% | -51.3% |
| 3M | -92.3% | +3.7% | -96.0% | -92.8% |
| 6M | -99.4% | +13.0% | -112.5% | -99.5% |
| YTD | -99.8% | +12.4% | -112.2% | -99.8% |
| 1Y | -100.0% | +18.6% | -118.6% | -100.0% |
| 3Y | -100.0% | +78.1% | -178.1% | -100.0% |
| All | -100.0% | +77.0% | -177.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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