+730.9%
VMC vs GME
+1,495.6%
-764.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.6% |
| 7D | -1.3% | +2.9% | -4.2% | -1.5% |
| 30D | +15.5% | -4.8% | +20.2% | +15.8% |
| 3M | +0.6% | +39.2% | -38.6% | -1.8% |
| 6M | +2.1% | +17.1% | -15.0% | +0.7% |
| YTD | -1.6% | +28.7% | -30.3% | -3.8% |
| 1Y | -1.2% | +23.3% | -24.5% | -3.1% |
| 3Y | +35.3% | +112.9% | -77.6% | +15.6% |
| 5Y | +43.6% | -48.8% | +92.4% | +30.4% |
| 10Y | +126.7% | +478.2% | -351.4% | -18.4% |
| All | +730.9% | +1,495.6% | -764.6% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling