+16.9%
GME vs VIG
+55.4%
-38.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.8% | +5.8% |
| 7D | +4.8% | -1.2% | +6.0% | +6.1% |
| 30D | +5.9% | -2.8% | +8.7% | +8.8% |
| 3M | -10.7% | +2.5% | -13.2% | -13.1% |
| 6M | -19.8% | +8.1% | -27.9% | -26.3% |
| YTD | -0.9% | +9.6% | -10.5% | -10.2% |
| 1Y | -15.7% | +14.2% | -29.8% | -26.8% |
| All | +16.9% | +55.4% | -38.6% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 3y: compounded portfolio wealth divided by compounded VIG 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…
3y analysis · Full analysis span regression · 6 months rolling