+50.0%
VG vs GME
+14.4%
+35.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | +0.8% |
| 7D | -22.0% | +3.7% | -25.7% | -21.5% |
| 30D | -11.6% | +2.2% | -13.8% | -11.3% |
| 3M | -14.9% | +30.6% | -45.5% | -10.2% |
| 6M | -3.5% | -0.2% | -3.3% | -4.4% |
| YTD | +70.0% | +25.1% | +44.9% | +61.0% |
| 1Y | +50.0% | +17.7% | +32.3% | +42.4% |
| All | +50.0% | +14.4% | +35.6% | +42.4% |
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