+47.7%
VMC vs GME
-55.8%
+103.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.3% | -8.5% | -3.5% |
| 7D | -5.3% | +4.8% | -10.2% | -5.5% |
| 30D | -12.3% | +5.9% | -18.1% | -12.5% |
| 3M | -10.3% | -10.7% | +0.5% | -9.9% |
| 6M | -8.6% | -19.8% | +11.2% | -7.8% |
| YTD | -11.9% | -0.9% | -10.9% | -12.1% |
| 1Y | -13.9% | -15.7% | +1.8% | -13.5% |
| 3Y | +18.2% | +12.3% | +5.9% | +7.8% |
| 5Y | +47.7% | -60.1% | +107.8% | +40.0% |
| All | +47.7% | -55.8% | +103.6% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling