-44.6%
VG vs GME
-8.7%
-35.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | +14.0% | +2.9% | +11.1% | +13.5% |
| 30D | -1.0% | -4.8% | +3.8% | -0.4% |
| 3M | -2.7% | +39.2% | -41.9% | -8.1% |
| 6M | +1.5% | +17.1% | -15.6% | -1.7% |
| YTD | +93.7% | +28.7% | +65.0% | +76.7% |
| 1Y | +68.5% | +23.3% | +45.2% | +55.4% |
| All | -44.6% | -8.7% | -35.9% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling