-100.0%
GMEX vs VT
+64.9%
-164.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +6.8% |
| 7D | -43.8% | -2.3% | -41.4% | -40.1% |
| 30D | -82.0% | -5.0% | -77.1% | -79.1% |
| 3M | -95.8% | -4.9% | -90.9% | -95.1% |
| 6M | -99.7% | -1.5% | -98.1% | -99.7% |
| YTD | -99.8% | +8.5% | -108.3% | -99.8% |
| 1Y | -100.0% | +11.4% | -111.4% | -100.0% |
| 3Y | -100.0% | +70.1% | -170.1% | -100.0% |
| All | -100.0% | +64.9% | -164.9% | -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