-68.5%
VFC vs GME
+285.6%
-354.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.7% | +0.6% | +4.2% |
| 7D | -1.4% | +10.4% | -11.8% | -1.9% |
| 30D | -9.0% | +14.1% | -23.1% | -9.6% |
| 3M | -24.2% | -4.6% | -19.5% | -24.0% |
| 6M | -18.5% | -13.5% | -5.0% | -18.0% |
| YTD | -25.9% | +5.3% | -31.2% | -26.2% |
| 1Y | -13.0% | -14.9% | +1.9% | -12.5% |
| 3Y | -20.3% | +24.3% | -44.6% | -24.6% |
| 5Y | -78.1% | -55.6% | -22.5% | -79.0% |
| All | -68.5% | +285.6% | -354.2% | -81.7% |
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