+229.9%
GME vs VT
+345.0%
-115.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | +0.1% |
| 7D | +0.7% | -4.2% | +4.9% | +4.9% |
| 30D | -2.4% | -5.8% | +3.4% | +3.4% |
| 3M | +27.1% | -5.2% | +32.4% | +33.7% |
| 6M | -0.2% | +0.1% | -0.4% | -1.1% |
| YTD | +20.4% | +8.2% | +12.1% | +10.4% |
| 1Y | +9.8% | +10.1% | -0.3% | -1.1% |
| 3Y | +74.3% | +69.7% | +4.6% | +4.4% |
| 5Y | -54.7% | +53.4% | -108.0% | -68.6% |
| 10Y | +482.0% | +219.2% | +262.8% | +105.5% |
| All | +229.9% | +345.0% | -115.1% | -25.1% |
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