-99.0%
GMM vs VOO
+13.0%
-111.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.3% | -10.9% | -11.3% |
| 7D | -2.1% | -0.9% | -1.2% | -1.1% |
| 30D | -42.3% | -2.3% | -40.0% | -40.2% |
| 3M | -68.4% | -1.2% | -67.2% | -67.7% |
| 6M | -98.5% | +3.3% | -101.8% | -98.5% |
| YTD | -98.4% | +12.3% | -110.7% | -98.4% |
| 1Y | -99.0% | +12.5% | -111.5% | -99.0% |
| All | -99.0% | +13.0% | -111.9% | -99.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling