-100.0%
GAME vs VT
+140.7%
-240.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.2% | +5.9% |
| 7D | +24.7% | -1.1% | +25.9% | +24.9% |
| 30D | +12.2% | -1.0% | +13.2% | +12.3% |
| 3M | +2.9% | +3.2% | -0.2% | +2.5% |
| 6M | +51.3% | +12.5% | +38.8% | +49.6% |
| YTD | +19.5% | +14.1% | +5.4% | +18.2% |
| 1Y | -37.0% | +18.9% | -55.9% | -37.7% |
| 3Y | -82.0% | +74.1% | -156.0% | -81.7% |
| 5Y | -98.1% | +66.9% | -165.0% | -98.2% |
| All | -100.0% | +140.7% | -240.7% | -100.0% |
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 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