+87.0%
GCMG price history and return analytics
+75.6%
+11.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.1% |
| 7D | +9.0% | -0.7% | +9.7% | +9.6% |
| 30D | +8.6% | -1.7% | +10.3% | +10.0% |
| 3M | +2.5% | -2.3% | +4.8% | +4.3% |
| 6M | +27.5% | +1.5% | +26.0% | +26.2% |
| YTD | +29.3% | +12.0% | +17.3% | +19.7% |
| 1Y | +27.2% | +12.9% | +14.3% | +17.1% |
| All | +87.0% | +75.6% | +11.4% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling