-50.5%
GME vs VT
+57.4%
-107.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | -2.1% |
| 7D | +5.8% | +0.4% | +5.4% | +5.1% |
| 30D | -3.7% | -2.6% | -1.1% | +0.1% |
| 3M | +33.6% | -3.2% | +36.8% | +39.9% |
| 6M | +5.4% | +0.9% | +4.5% | +1.8% |
| YTD | +27.4% | +11.3% | +16.1% | +4.1% |
| 1Y | +19.0% | +14.0% | +5.0% | -7.0% |
| 3Y | +101.5% | +75.8% | +25.7% | -30.7% |
| 5Y | -50.5% | +57.8% | -108.3% | -76.6% |
| All | -50.5% | +57.4% | -107.8% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling