-49.4%
VG vs GME
-10.1%
-39.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | -7.7% | +4.8% | -12.5% | -8.3% |
| 30D | -8.8% | -4.3% | -4.6% | -8.4% |
| 3M | -15.6% | +35.3% | -51.0% | -19.9% |
| 6M | +5.2% | +4.7% | +0.5% | +3.8% |
| YTD | +76.9% | +26.6% | +50.3% | +61.7% |
| 1Y | +42.5% | +18.3% | +24.2% | +32.8% |
| All | -49.4% | -10.1% | -39.2% | -51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling