-100.0%
GMEX vs VT
+74.0%
-174.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -2.9% |
| 7D | -14.6% | +2.4% | -17.0% | -20.9% |
| 30D | -76.1% | -1.5% | -74.6% | -75.3% |
| 3M | -96.2% | -4.1% | -92.0% | -95.6% |
| 6M | -99.7% | +0.6% | -100.2% | -99.7% |
| YTD | -99.8% | +11.0% | -110.9% | -99.9% |
| 1Y | -100.0% | +13.3% | -113.3% | -100.0% |
| 3Y | -100.0% | +73.4% | -173.4% | -100.0% |
| All | -100.0% | +74.0% | -174.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling