-99.6%
GMM price history and return analytics
+78.1%
-177.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -2.9% |
| 7D | -7.3% | +0.4% | -7.6% | -7.7% |
| 30D | -40.2% | -2.6% | -37.6% | -38.9% |
| 3M | -65.2% | -3.2% | -62.0% | -64.2% |
| 6M | -98.3% | +0.9% | -99.2% | -98.2% |
| YTD | -98.3% | +11.3% | -109.6% | -98.3% |
| 1Y | -98.8% | +14.0% | -112.8% | -98.9% |
| 3Y | -99.8% | +75.8% | -175.7% | -99.9% |
| All | -99.6% | +78.1% | -177.7% | -99.7% |
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 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