-99.6%
GMM vs VT
+78.2%
-177.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -0.6% | +15.5% | +15.3% |
| 7D | +16.0% | +2.9% | +13.1% | +13.3% |
| 30D | -32.7% | -2.5% | -30.2% | -31.4% |
| 3M | -63.5% | -3.3% | -60.2% | -62.5% |
| 6M | -98.2% | +1.5% | -99.7% | -98.2% |
| YTD | -98.2% | +11.4% | -109.5% | -98.2% |
| 1Y | -98.8% | +11.9% | -110.7% | -98.8% |
| 3Y | -99.8% | +73.9% | -173.7% | -99.9% |
| All | -99.6% | +78.2% | -177.8% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling