-99.2%
GMM price history and return analytics
+83.6%
-182.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.3% |
| 7D | -14.1% | +1.0% | -15.1% | -14.7% |
| 30D | -30.2% | -0.2% | -30.0% | -30.1% |
| 3M | -54.6% | +4.5% | -59.1% | -55.3% |
| 6M | -96.3% | +14.1% | -110.4% | -96.5% |
| YTD | -96.5% | +14.8% | -111.3% | -96.7% |
| 1Y | -98.1% | +21.2% | -119.3% | -98.3% |
| All | -99.2% | +83.6% | -182.8% | -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 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