-100.0%
GMEX vs VT
+12.5%
-112.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +5.4% |
| 7D | -22.3% | -0.1% | -22.1% | -26.0% |
| 30D | -73.7% | -3.1% | -70.7% | -69.5% |
| 3M | -95.8% | -3.5% | -92.3% | -95.0% |
| 6M | -99.7% | +0.5% | -100.2% | -99.8% |
| YTD | -99.8% | +10.8% | -110.6% | -100.0% |
| 1Y | -100.0% | +11.9% | -111.9% | -100.0% |
| All | -100.0% | +12.5% | -112.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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