+112.9%
GME vs VT
+74.0%
+38.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.2% |
| 7D | +2.9% | +2.4% | +0.6% | +0.4% |
| 30D | -4.8% | -1.5% | -3.3% | -3.3% |
| 3M | +39.2% | -4.1% | +43.3% | +45.2% |
| 6M | +17.1% | +0.6% | +16.5% | +15.0% |
| YTD | +28.7% | +11.0% | +17.7% | +12.2% |
| 1Y | +23.3% | +13.3% | +10.0% | +4.6% |
| 3Y | +112.9% | +73.4% | +39.5% | -19.3% |
| All | +112.9% | +74.0% | +38.9% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling