+493.3%
GME vs VT
+223.7%
+269.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | -1.1% |
| 7D | +5.8% | +0.4% | +5.4% | +5.3% |
| 30D | -3.7% | -2.6% | -1.1% | -0.8% |
| 3M | +33.6% | -3.2% | +36.8% | +38.3% |
| 6M | +5.4% | +0.9% | +4.5% | +3.1% |
| YTD | +27.4% | +11.3% | +16.1% | +11.1% |
| 1Y | +19.0% | +14.0% | +5.0% | +0.8% |
| 3Y | +101.5% | +75.8% | +25.7% | +3.7% |
| 5Y | -50.5% | +57.8% | -108.3% | -70.6% |
| 10Y | +493.3% | +219.8% | +273.5% | +71.1% |
| All | +493.3% | +223.7% | +269.7% | +71.1% |
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