-60.1%
GME vs VIG
+62.2%
-122.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.8% | +6.0% |
| 7D | +4.8% | -1.2% | +6.0% | +6.6% |
| 30D | +5.9% | -2.8% | +8.7% | +10.2% |
| 3M | -10.7% | +2.5% | -13.2% | -14.2% |
| 6M | -19.8% | +8.1% | -27.9% | -28.9% |
| YTD | -0.9% | +9.6% | -10.5% | -14.0% |
| 1Y | -15.7% | +14.2% | -29.8% | -31.2% |
| 3Y | +12.3% | +56.1% | -43.8% | -46.9% |
| 5Y | -60.1% | +62.8% | -122.9% | -81.6% |
| All | -60.1% | +62.2% | -122.3% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling