-99.2%
GMM vs VOO
+85.7%
-184.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.1% | -1.7% |
| 7D | -14.1% | +0.5% | -14.6% | -15.0% |
| 30D | -30.2% | -0.9% | -29.3% | -29.1% |
| 3M | -54.6% | +3.9% | -58.4% | -56.5% |
| 6M | -96.3% | +14.5% | -110.9% | -97.0% |
| YTD | -96.5% | +13.0% | -109.5% | -97.1% |
| 1Y | -98.1% | +19.4% | -117.6% | -98.6% |
| All | -99.2% | +85.7% | -184.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling