+95.8%
VCIT vs GME
+485.6%
-389.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.7% |
| 7D | +0.1% | +4.8% | -4.7% | +0.1% |
| 30D | +1.1% | -4.3% | +5.4% | +1.1% |
| 3M | -1.4% | +35.3% | -36.7% | -1.4% |
| 6M | -2.3% | +4.7% | -7.1% | -2.3% |
| YTD | -1.8% | +26.6% | -28.4% | -1.9% |
| 1Y | -1.0% | +18.3% | -19.3% | -1.1% |
| 3Y | +19.3% | +102.8% | -83.5% | +18.8% |
| 5Y | +3.8% | -48.9% | +52.7% | +3.4% |
| 10Y | +30.6% | +480.5% | -449.9% | +29.6% |
| All | +95.8% | +485.6% | -389.8% | +96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling