+93.2%
GMOM vs VT
+183.8%
-90.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | +1.9% | +0.4% | +1.5% | +1.7% |
| 30D | +5.1% | +1.0% | +4.1% | +4.7% |
| 3M | +4.0% | +2.4% | +1.6% | +2.9% |
| 6M | +5.3% | +12.0% | -6.7% | +0.3% |
| YTD | +16.3% | +15.3% | +0.9% | +9.5% |
| 1Y | +27.3% | +22.6% | +4.7% | +17.0% |
| 3Y | +50.9% | +74.7% | -23.7% | +21.6% |
| 5Y | +49.1% | +66.1% | -17.1% | +21.6% |
| All | +93.2% | +183.8% | -90.6% | +43.7% |
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