+83.6%
GMOM vs VT
+175.7%
-92.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | -1.1% | -0.7% | -0.4% | -0.8% |
| 30D | -4.9% | -1.7% | -3.1% | -4.2% |
| 3M | -1.7% | -2.3% | +0.6% | -0.7% |
| 6M | -2.4% | +1.5% | -3.9% | -3.1% |
| YTD | +10.5% | +12.0% | -1.6% | +5.3% |
| 1Y | +12.9% | +12.9% | 0.0% | +7.2% |
| 3Y | +50.7% | +74.9% | -24.2% | +21.7% |
| 5Y | +36.2% | +59.9% | -23.8% | +12.7% |
| All | +83.6% | +175.7% | -92.1% | +38.2% |
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