-46.6%
VG vs GME
-9.7%
-36.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.4% |
| 7D | +5.5% | +1.6% | +3.9% | +5.3% |
| 30D | -3.6% | -6.2% | +2.6% | -2.8% |
| 3M | -4.0% | +35.8% | -39.7% | -8.9% |
| 6M | +9.4% | +10.3% | -0.9% | +7.0% |
| YTD | +86.6% | +27.2% | +59.4% | +70.5% |
| 1Y | +69.5% | +19.1% | +50.4% | +57.7% |
| All | -46.6% | -9.7% | -36.9% | -48.4% |
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 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