+303.2%
VFC vs GME
+1,481.4%
-1,178.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.2% | -3.0% |
| 7D | -1.4% | +6.0% | -7.4% | -1.9% |
| 30D | +24.6% | -5.9% | +30.5% | +25.2% |
| 3M | +38.4% | +38.2% | +0.3% | +34.9% |
| 6M | +15.3% | +14.5% | +0.8% | +13.8% |
| YTD | +12.7% | +27.6% | -14.8% | +10.3% |
| 1Y | +32.7% | +19.9% | +12.7% | +30.3% |
| 3Y | +43.7% | +104.3% | -60.6% | +25.5% |
| 5Y | -69.2% | -49.3% | -19.9% | -71.5% |
| 10Y | -50.0% | +473.0% | -523.0% | -79.8% |
| All | +303.2% | +1,481.4% | -1,178.2% | +24.3% |
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