+2,263.1%
VGT vs GME
+1,268.6%
+994.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | +1.8% | +0.4% | +1.4% | +1.8% |
| 30D | -0.3% | -1.4% | +1.1% | -0.2% |
| 3M | +3.4% | -15.1% | +18.5% | +4.3% |
| 6M | +35.0% | -22.5% | +57.5% | +36.9% |
| YTD | +28.8% | -5.9% | +34.7% | +28.9% |
| 1Y | +38.0% | -18.6% | +56.6% | +39.3% |
| 3Y | +125.8% | +6.7% | +119.1% | +107.4% |
| 5Y | +134.7% | -62.0% | +196.7% | +121.6% |
| 10Y | +792.6% | +239.5% | +553.1% | +314.1% |
| All | +2,263.1% | +1,268.6% | +994.5% | +611.6% |
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 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