+461.3%
GME vs VRSN
+292.3%
+169.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +2.9% | +1.4% | +1.5% | +2.3% |
| 30D | -4.8% | +3.9% | -8.6% | -6.2% |
| 3M | +39.2% | +9.3% | +29.9% | +34.2% |
| 6M | +17.1% | +6.7% | +10.4% | +13.0% |
| YTD | +28.7% | +30.0% | -1.3% | +13.5% |
| 1Y | +23.3% | +26.0% | -2.7% | +10.1% |
| 3Y | +112.9% | +53.1% | +59.8% | +67.7% |
| 5Y | -48.8% | +35.0% | -83.9% | -58.1% |
| All | +461.3% | +292.3% | +169.0% | +206.3% |
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