-48.7%
VFC vs GME
+468.4%
-517.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -1.4% | +1.6% | -3.0% | -1.5% |
| 30D | +30.7% | -6.2% | +36.9% | +31.1% |
| 3M | +40.6% | +35.8% | +4.9% | +38.4% |
| 6M | +16.5% | +10.3% | +6.2% | +15.7% |
| YTD | +16.2% | +27.2% | -11.1% | +14.6% |
| 1Y | +42.4% | +19.1% | +23.3% | +40.9% |
| 3Y | +48.1% | +103.7% | -55.7% | +37.3% |
| 5Y | -67.8% | -50.0% | -17.8% | -69.4% |
| All | -48.7% | +468.4% | -517.1% | -70.9% |
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