-99.2%
GMM vs VOO
+83.8%
-182.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +1.0% |
| 7D | -2.3% | -2.0% | -0.3% | +1.0% |
| 30D | -29.3% | -1.7% | -27.6% | -27.3% |
| 3M | -28.8% | +4.7% | -33.6% | -34.1% |
| 6M | -96.4% | +12.6% | -109.0% | -97.1% |
| YTD | -96.4% | +11.8% | -108.2% | -97.0% |
| 1Y | -98.1% | +17.5% | -115.7% | -98.6% |
| All | -99.2% | +83.8% | -182.9% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling