+59.4%
VEA vs GME
-58.9%
+118.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.3% |
| 7D | -2.1% | +6.0% | -8.1% | -2.3% |
| 30D | -1.1% | +8.3% | -9.4% | -1.4% |
| 3M | +5.1% | -9.1% | +14.1% | +5.4% |
| 6M | +9.8% | -16.3% | +26.1% | +10.4% |
| YTD | +15.9% | +1.5% | +14.4% | +15.7% |
| 1Y | +24.6% | -16.3% | +40.9% | +25.1% |
| 3Y | +75.5% | +15.1% | +60.4% | +63.1% |
| 5Y | +59.4% | -57.2% | +116.6% | +51.0% |
| All | +59.4% | -58.9% | +118.3% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling