+170.2%
VEA vs GME
+184.7%
-14.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.3% | -6.2% | -1.1% |
| 7D | +0.3% | +4.8% | -4.5% | +0.1% |
| 30D | +0.4% | +5.9% | -5.4% | +0.2% |
| 3M | +4.8% | -10.7% | +15.5% | +5.3% |
| 6M | +11.3% | -19.8% | +31.1% | +12.3% |
| YTD | +17.4% | -0.9% | +18.3% | +17.2% |
| 1Y | +26.2% | -15.7% | +41.9% | +26.9% |
| 3Y | +77.7% | +12.3% | +65.4% | +65.5% |
| 5Y | +60.9% | -60.1% | +121.0% | +52.7% |
| 10Y | +163.6% | +265.3% | -101.7% | +31.3% |
| All | +170.2% | +184.7% | -14.5% | +11.4% |
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 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