+290.5%
GME vs VEU
+155.0%
+135.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +2.7% |
| 7D | +10.4% | -1.4% | +11.8% | +11.8% |
| 30D | +14.1% | -0.4% | +14.5% | +14.5% |
| 3M | -4.6% | +2.5% | -7.2% | -7.4% |
| 6M | -13.5% | +11.1% | -24.7% | -23.0% |
| YTD | +5.3% | +16.5% | -11.2% | -10.9% |
| 1Y | -14.9% | +22.9% | -37.8% | -31.9% |
| 3Y | +24.3% | +73.4% | -49.1% | -29.3% |
| 5Y | -55.6% | +56.1% | -111.7% | -72.1% |
| All | +290.5% | +155.0% | +135.5% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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