-98.6%
GMM vs VT
+0.4%
-99.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | +4.5% |
| 7D | -17.6% | -4.2% | -13.4% | -11.0% |
| 30D | -46.8% | -5.8% | -41.0% | -40.1% |
| 3M | -68.4% | -5.2% | -63.2% | -65.0% |
| 6M | -98.6% | +0.1% | -98.7% | -98.4% |
| All | -98.6% | +0.4% | -99.0% | -98.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling