+40.0%
GCMG price history and return analytics
+65.7%
-25.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.6% |
| 7D | -1.4% | -0.1% | -1.2% | -1.3% |
| 30D | -5.8% | -0.7% | -5.2% | -5.3% |
| 3M | +15.0% | +4.0% | +11.0% | +11.7% |
| 6M | +17.3% | +12.3% | +5.0% | +7.8% |
| YTD | +17.5% | +14.0% | +3.5% | +6.9% |
| 1Y | +5.5% | +20.3% | -14.8% | -7.6% |
| 3Y | +85.2% | +75.4% | +9.8% | +22.4% |
| 5Y | +40.0% | +66.0% | -25.9% | -7.0% |
| All | +40.0% | +65.7% | -25.7% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling