+2,545.5%
VRT vs GME
+492.5%
+2,053.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.3% | -14.9% | -9.8% |
| 7D | +2.4% | +4.8% | -2.4% | +2.2% |
| 30D | -2.7% | +5.9% | -8.5% | -2.9% |
| 3M | -9.2% | -10.7% | +1.5% | -8.9% |
| 6M | -0.5% | -19.8% | +19.3% | +0.2% |
| YTD | +62.3% | -0.9% | +63.3% | +61.8% |
| 1Y | +109.6% | -15.7% | +125.3% | +110.5% |
| 3Y | +573.1% | +12.3% | +560.8% | +534.2% |
| 5Y | +953.6% | -60.1% | +1,013.7% | +909.6% |
| All | +2,545.5% | +492.5% | +2,053.0% | +1,486.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling