+800.0%
VGT vs GME
+285.6%
+514.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +1.1% |
| 7D | -0.2% | +10.4% | -10.6% | -0.5% |
| 30D | -0.4% | +14.1% | -14.5% | -0.9% |
| 3M | +4.4% | -4.6% | +9.1% | +4.5% |
| 6M | +32.1% | -13.5% | +45.6% | +32.6% |
| YTD | +28.8% | +5.3% | +23.5% | +28.4% |
| 1Y | +35.3% | -14.9% | +50.2% | +35.8% |
| 3Y | +124.8% | +24.3% | +100.5% | +114.3% |
| 5Y | +137.9% | -55.6% | +193.5% | +129.3% |
| All | +800.0% | +285.6% | +514.3% | +502.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling