+7.2%
VNQ vs GME
-56.3%
+63.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.6% |
| 7D | -1.3% | +10.4% | -11.7% | -1.7% |
| 30D | -2.6% | +14.1% | -16.7% | -3.2% |
| 3M | -2.0% | -4.6% | +2.6% | -1.9% |
| 6M | +4.3% | -13.5% | +17.9% | +4.8% |
| YTD | +9.2% | +5.3% | +3.9% | +8.7% |
| 1Y | +5.6% | -14.9% | +20.5% | +6.0% |
| 3Y | +30.8% | +24.3% | +6.6% | +19.0% |
| All | +7.2% | -56.3% | +63.6% | -0.1% |
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 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