-99.6%
GMM vs VT
+73.2%
-172.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | +0.1% |
| 7D | -17.6% | -4.2% | -13.4% | -14.9% |
| 30D | -46.8% | -5.8% | -41.0% | -44.2% |
| 3M | -68.4% | -5.2% | -63.2% | -67.0% |
| 6M | -98.6% | +0.1% | -98.7% | -98.6% |
| YTD | -98.4% | +8.2% | -106.7% | -98.4% |
| 1Y | -99.0% | +10.1% | -109.1% | -99.0% |
| 3Y | -99.8% | +69.7% | -169.5% | -99.9% |
| All | -99.6% | +73.2% | -172.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling