+6.7%
GME vs VO
+57.7%
-51.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.8% |
| 7D | +0.4% | +0.6% | -0.2% | -0.2% |
| 30D | -1.4% | -1.1% | -0.3% | -0.3% |
| 3M | -15.1% | +4.5% | -19.7% | -19.4% |
| 6M | -22.5% | +11.1% | -33.5% | -31.2% |
| YTD | -5.9% | +13.5% | -19.5% | -18.9% |
| 1Y | -18.6% | +14.5% | -33.1% | -30.6% |
| 3Y | +6.7% | +58.1% | -51.4% | -46.3% |
| All | +6.7% | +57.7% | -51.1% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling