+94.2%
GMOM vs VOO
+238.4%
-144.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | 0.0% |
| 7D | +0.5% | -0.8% | +1.3% | +0.8% |
| 30D | +3.5% | -1.1% | +4.6% | +3.9% |
| 3M | +6.8% | +3.9% | +2.9% | +5.2% |
| 6M | +6.7% | +13.6% | -7.0% | +1.7% |
| YTD | +16.8% | +12.7% | +4.1% | +11.8% |
| 1Y | +24.5% | +17.6% | +7.0% | +17.4% |
| 3Y | +52.0% | +77.3% | -25.3% | +25.4% |
| 5Y | +51.7% | +84.1% | -32.4% | +23.3% |
| All | +94.2% | +238.4% | -144.3% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling