+64.4%
VG vs GME
+19.4%
+45.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.5% | +4.8% |
| 7D | +15.1% | +6.0% | +9.1% | +16.3% |
| 30D | -4.2% | -5.9% | +1.7% | -5.1% |
| 3M | -3.1% | +38.2% | -41.3% | +3.3% |
| 6M | +0.3% | +14.5% | -14.2% | +2.7% |
| YTD | +95.5% | +27.6% | +67.9% | +85.7% |
| 1Y | +64.4% | +19.9% | +44.5% | +54.8% |
| All | +64.4% | +19.4% | +45.0% | +54.8% |
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