-14.3%
VMC vs GME
-19.1%
+4.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.3% |
| 7D | -3.7% | +6.0% | -9.7% | -3.6% |
| 30D | -12.8% | +8.3% | -21.1% | -12.7% |
| 3M | -7.9% | -9.1% | +1.1% | -7.6% |
| 6M | -7.5% | -16.3% | +8.8% | -6.6% |
| YTD | -11.6% | +1.5% | -13.2% | -12.0% |
| 1Y | -14.3% | -16.3% | +2.1% | -14.1% |
| All | -14.3% | -19.1% | +4.9% | -14.1% |
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 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