-99.2%
GMM vs VOO
+84.9%
-184.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.1% | +3.4% |
| 7D | -6.7% | -0.4% | -6.3% | -6.2% |
| 30D | -28.6% | -1.4% | -27.2% | -26.9% |
| 3M | -61.1% | +3.7% | -64.8% | -62.7% |
| 6M | -96.2% | +13.0% | -109.2% | -96.9% |
| YTD | -96.4% | +12.4% | -108.9% | -97.0% |
| 1Y | -98.1% | +18.6% | -116.7% | -98.6% |
| All | -99.2% | +84.9% | -184.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling