-39.3%
VG vs GME
-32.3%
-7.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | +1.7% | +7.2% | -5.5% | +0.6% |
| 30D | +16.0% | +0.8% | +15.2% | +15.8% |
| 3M | +9.7% | -14.0% | +23.7% | +12.1% |
| 6M | +29.6% | -19.7% | +49.3% | +32.2% |
| YTD | +112.0% | -4.6% | +116.6% | +103.5% |
| 1Y | +12.8% | -14.3% | +27.2% | +12.1% |
| All | -39.3% | -32.3% | -7.0% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling