+161.5%
GME vs VT
+374.2%
-212.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | +7.2% | +0.4% | +6.8% | +6.7% |
| 30D | +0.8% | +1.0% | -0.2% | -0.2% |
| 3M | -14.0% | +2.4% | -16.3% | -16.4% |
| 6M | -19.7% | +12.0% | -31.7% | -28.6% |
| YTD | -4.6% | +15.3% | -19.9% | -17.6% |
| 1Y | -14.3% | +22.6% | -36.9% | -30.3% |
| 3Y | +4.0% | +74.7% | -70.7% | -39.3% |
| 5Y | -62.2% | +66.1% | -128.3% | -75.6% |
| 10Y | +241.4% | +225.0% | +16.4% | +18.2% |
| All | +161.5% | +374.2% | -212.7% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling