+135.1%
VGT vs GME
-58.9%
+194.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.6% | -1.2% |
| 7D | -1.0% | +6.0% | -7.1% | -1.5% |
| 30D | -0.4% | +8.3% | -8.8% | -1.1% |
| 3M | +6.6% | -9.1% | +15.7% | +7.2% |
| 6M | +31.0% | -16.3% | +47.4% | +32.5% |
| YTD | +27.2% | +1.5% | +25.7% | +26.7% |
| 1Y | +34.5% | -16.3% | +50.8% | +35.7% |
| 3Y | +123.1% | +15.1% | +108.0% | +94.8% |
| 5Y | +135.1% | -57.2% | +192.3% | +113.8% |
| All | +135.1% | -58.9% | +194.0% | +113.8% |
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