-13.8%
VFC vs GME
-19.1%
+5.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -2.1% |
| 7D | -3.3% | +6.0% | -9.3% | -4.5% |
| 30D | -14.0% | +8.3% | -22.4% | -15.5% |
| 3M | -22.6% | -9.1% | -13.5% | -20.9% |
| 6M | -24.7% | -16.3% | -8.4% | -21.3% |
| YTD | -29.0% | +1.5% | -30.5% | -30.0% |
| 1Y | -13.8% | -16.3% | +2.6% | -11.4% |
| All | -13.8% | -19.1% | +5.3% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling