+367.4%
GME vs VIG
+617.8%
-250.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.6% |
| 7D | +0.4% | -0.4% | +0.8% | +0.9% |
| 30D | -1.4% | -2.1% | +0.7% | +0.8% |
| 3M | -15.1% | +3.3% | -18.5% | -18.3% |
| 6M | -22.5% | +9.3% | -31.8% | -29.9% |
| YTD | -5.9% | +10.1% | -16.1% | -15.6% |
| 1Y | -18.6% | +14.7% | -33.4% | -30.1% |
| 3Y | +6.7% | +56.9% | -50.3% | -35.1% |
| 5Y | -62.0% | +62.9% | -124.9% | -76.8% |
| 10Y | +239.5% | +241.3% | -1.9% | -17.0% |
| All | +367.4% | +617.8% | -250.4% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling