+387.0%
VNQ vs GME
+1,239.0%
-852.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.3% | -6.3% | -1.4% |
| 7D | -0.9% | +4.8% | -5.7% | -1.2% |
| 30D | -2.2% | +5.9% | -8.1% | -2.6% |
| 3M | -1.9% | -10.7% | +8.8% | -1.3% |
| 6M | +3.2% | -19.8% | +23.0% | +4.5% |
| YTD | +9.4% | -0.9% | +10.3% | +9.1% |
| 1Y | +7.5% | -15.7% | +23.2% | +8.2% |
| 3Y | +31.1% | +12.3% | +18.7% | +18.1% |
| 5Y | +6.6% | -60.1% | +66.6% | -1.3% |
| 10Y | +63.9% | +265.3% | -201.4% | -38.4% |
| All | +387.0% | +1,239.0% | -852.0% | +28.2% |
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