+1,733.8%
GME vs VO
+825.5%
+908.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +1.2% |
| 7D | +6.0% | +2.9% | +3.1% | +2.8% |
| 30D | -5.9% | +1.0% | -6.9% | -6.9% |
| 3M | +38.2% | -1.7% | +39.9% | +40.4% |
| 6M | +14.5% | +6.7% | +7.8% | +6.3% |
| YTD | +27.6% | +14.0% | +13.6% | +10.3% |
| 1Y | +19.9% | +13.7% | +6.3% | +3.9% |
| 3Y | +104.3% | +65.8% | +38.5% | +20.5% |
| 5Y | -49.3% | +36.6% | -85.9% | -61.1% |
| 10Y | +473.0% | +198.9% | +274.1% | +97.4% |
| All | +1,733.8% | +825.5% | +908.3% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling