+480.5%
GME vs VT
+217.6%
+262.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | +4.8% | -0.1% | +4.9% | +4.9% |
| 30D | -4.3% | -3.1% | -1.2% | -0.9% |
| 3M | +35.3% | -3.5% | +38.8% | +40.6% |
| 6M | +4.7% | +0.5% | +4.3% | +3.0% |
| YTD | +26.6% | +10.8% | +15.9% | +11.0% |
| 1Y | +18.3% | +11.9% | +6.4% | +2.4% |
| 3Y | +102.8% | +73.0% | +29.8% | +6.4% |
| 5Y | -48.9% | +58.6% | -107.5% | -69.8% |
| 10Y | +480.5% | +219.2% | +261.3% | +66.9% |
| All | +480.5% | +217.6% | +262.8% | +66.9% |
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