+2.6%
VMC vs GME
+15.0%
-12.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +4.6% |
| 7D | +12.3% | +7.8% | +4.6% | +12.4% |
| 30D | +21.2% | -0.4% | +21.6% | +21.1% |
| 3M | +4.6% | +30.9% | -26.3% | +5.1% |
| 6M | +3.9% | +5.5% | -1.6% | +5.0% |
| YTD | +5.0% | +25.2% | -20.2% | +5.0% |
| 1Y | +2.6% | +14.4% | -11.8% | +1.7% |
| All | +2.6% | +15.0% | -12.3% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling