-62.0%
GME vs VO
+43.2%
-105.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.5% |
| 7D | +0.4% | +0.6% | -0.2% | -0.5% |
| 30D | -1.4% | -1.1% | -0.3% | +0.1% |
| 3M | -15.1% | +4.5% | -19.7% | -21.3% |
| 6M | -22.5% | +11.1% | -33.5% | -34.9% |
| YTD | -5.9% | +13.5% | -19.5% | -24.1% |
| 1Y | -18.6% | +14.5% | -33.1% | -35.4% |
| 3Y | +6.7% | +58.1% | -51.4% | -52.8% |
| 5Y | -62.0% | +43.3% | -105.3% | -78.0% |
| All | -62.0% | +43.2% | -105.2% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling