+267.2%
GME vs VO
+200.7%
+66.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.1% | +6.2% |
| 7D | +4.8% | -0.6% | +5.4% | +5.5% |
| 30D | +5.9% | -1.9% | +7.8% | +8.1% |
| 3M | -10.7% | +3.3% | -14.0% | -14.3% |
| 6M | -19.8% | +9.7% | -29.5% | -28.4% |
| YTD | -0.9% | +12.6% | -13.6% | -14.4% |
| 1Y | -15.7% | +13.6% | -29.3% | -27.9% |
| 3Y | +12.3% | +56.8% | -44.5% | -33.5% |
| 5Y | -60.1% | +42.3% | -102.3% | -72.3% |
| All | +267.2% | +200.7% | +66.5% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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