+225.7%
VIK vs GME
+91.7%
+134.0%
-35.4%
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 | -0.9% | +10.4% | -11.3% | -1.2% |
| 30D | -18.4% | +14.1% | -32.5% | -18.8% |
| 3M | -8.8% | -4.6% | -4.1% | -8.7% |
| 6M | +17.1% | -13.5% | +30.7% | +17.6% |
| YTD | +19.0% | +5.3% | +13.7% | +18.8% |
| 1Y | +30.1% | -14.9% | +45.0% | +30.6% |
| All | +225.7% | +91.7% | +134.0% | +217.5% |
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