+221.9%
VIK vs GME
+84.9%
+137.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.8% | -1.3% |
| 7D | -1.8% | +6.0% | -7.9% | -2.0% |
| 30D | -17.3% | +8.3% | -25.6% | -17.5% |
| 3M | -5.1% | -9.1% | +4.0% | -4.8% |
| 6M | +16.2% | -16.3% | +32.5% | +16.8% |
| YTD | +17.6% | +1.5% | +16.1% | +17.5% |
| 1Y | +33.5% | -16.3% | +49.9% | +34.1% |
| All | +221.9% | +84.9% | +137.0% | +214.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling