+276.4%
GME vs VRSN
+293.8%
-17.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.3% |
| 7D | +6.0% | -1.5% | +7.6% | +6.7% |
| 30D | +8.3% | +0.7% | +7.6% | +7.9% |
| 3M | -9.1% | +0.6% | -9.6% | -9.9% |
| 6M | -16.3% | +21.7% | -38.1% | -24.0% |
| YTD | +1.5% | +20.0% | -18.5% | -7.5% |
| 1Y | -16.3% | +3.2% | -19.5% | -18.9% |
| 3Y | +15.1% | +42.4% | -27.2% | -6.7% |
| 5Y | -57.2% | +33.0% | -90.1% | -64.5% |
| All | +276.4% | +293.8% | -17.4% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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