+240.0%
GME vs VT
+222.7%
+17.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | +7.2% | +0.4% | +6.8% | +6.6% |
| 30D | +0.8% | +1.0% | -0.2% | -0.3% |
| 3M | -14.0% | +2.4% | -16.3% | -16.8% |
| 6M | -19.7% | +12.0% | -31.7% | -30.2% |
| YTD | -4.6% | +15.3% | -19.9% | -20.0% |
| 1Y | -14.3% | +22.6% | -36.9% | -33.1% |
| 3Y | +4.0% | +74.7% | -70.7% | -45.9% |
| 5Y | -62.2% | +66.1% | -128.3% | -78.6% |
| All | +240.0% | +222.7% | +17.3% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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