+352.1%
GME vs VYM
+487.3%
-135.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.8% | +5.8% |
| 7D | +4.8% | -1.0% | +5.8% | +5.9% |
| 30D | +5.9% | -2.0% | +7.9% | +8.1% |
| 3M | -10.7% | +3.1% | -13.8% | -13.8% |
| 6M | -19.8% | +8.9% | -28.7% | -27.0% |
| YTD | -0.9% | +14.7% | -15.7% | -14.8% |
| 1Y | -15.7% | +19.4% | -35.1% | -30.5% |
| 3Y | +12.3% | +65.4% | -53.1% | -34.5% |
| 5Y | -60.1% | +77.6% | -137.6% | -77.5% |
| 10Y | +265.3% | +207.8% | +57.5% | +11.0% |
| All | +352.1% | +487.3% | -135.1% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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