-99.2%
GMM price history and return analytics
+82.5%
-181.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.1% |
| 7D | -6.7% | -0.1% | -6.5% | -6.6% |
| 30D | -28.6% | -0.7% | -27.9% | -28.2% |
| 3M | -61.1% | +4.0% | -65.1% | -61.6% |
| 6M | -96.2% | +12.3% | -108.5% | -96.4% |
| YTD | -96.4% | +14.0% | -110.5% | -96.6% |
| 1Y | -98.1% | +20.3% | -118.4% | -98.2% |
| All | -99.2% | +82.5% | -181.6% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling