+96.1%
VCIT vs GME
+478.4%
-382.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.1% | -0.1% |
| 7D | +0.1% | +3.7% | -3.6% | +0.1% |
| 30D | +1.9% | +2.2% | -0.3% | +1.9% |
| 3M | -1.4% | +30.6% | -32.1% | -1.5% |
| 6M | -2.1% | -0.2% | -1.9% | -2.1% |
| YTD | -1.6% | +25.1% | -26.7% | -1.7% |
| 1Y | -0.9% | +17.7% | -18.6% | -1.0% |
| 3Y | +20.0% | +85.7% | -65.7% | +19.5% |
| 5Y | +3.1% | -52.9% | +56.0% | +2.8% |
| 10Y | +28.7% | +504.9% | -476.2% | +27.8% |
| All | +96.1% | +478.4% | -382.3% | +97.2% |
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