-100.0%
GMEX vs VT
+75.3%
-175.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -28.2% | +0.4% | -28.6% | -28.7% |
| 30D | -43.5% | +1.0% | -44.5% | -44.4% |
| 3M | -92.5% | +2.4% | -94.9% | -92.7% |
| 6M | -99.2% | +12.0% | -111.2% | -99.3% |
| YTD | -99.7% | +15.3% | -115.0% | -99.8% |
| 1Y | -100.0% | +22.6% | -122.6% | -100.0% |
| 3Y | -100.0% | +74.7% | -174.7% | -100.0% |
| All | -100.0% | +75.3% | -175.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling