+30.6%
VCIT vs GME
+520.4%
-489.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | +0.7% | +5.8% | -5.1% | +0.7% |
| 30D | +1.8% | -3.7% | +5.5% | +1.8% |
| 3M | -1.6% | +33.6% | -35.1% | -1.7% |
| 6M | -2.1% | +5.4% | -7.5% | -2.1% |
| YTD | -1.6% | +27.4% | -29.0% | -1.7% |
| 1Y | -0.8% | +19.0% | -19.8% | -0.9% |
| 3Y | +19.9% | +101.5% | -81.6% | +19.1% |
| 5Y | +3.3% | -50.5% | +53.8% | +2.8% |
| 10Y | +30.6% | +493.3% | -462.7% | +27.4% |
| All | +30.6% | +520.4% | -489.8% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling