+1,024.4%
VRT vs GME
-62.6%
+1,086.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +3.8% |
| 7D | +13.6% | +0.4% | +13.2% | +13.6% |
| 30D | +6.8% | -1.4% | +8.2% | +6.9% |
| 3M | -3.2% | -15.1% | +11.9% | -1.7% |
| 6M | +20.3% | -22.5% | +42.8% | +23.1% |
| YTD | +79.6% | -5.9% | +85.5% | +79.2% |
| 1Y | +139.0% | -18.6% | +157.6% | +142.6% |
| 3Y | +644.6% | +6.7% | +637.9% | +499.3% |
| 5Y | +1,024.4% | -62.0% | +1,086.3% | +892.5% |
| All | +1,024.4% | -62.6% | +1,086.9% | +892.5% |
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