+677.3%
VRT vs GME
-48.9%
+726.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.9% | +6.3% |
| 7D | +0.5% | +1.6% | -1.2% | +0.4% |
| 30D | -13.7% | -6.2% | -7.6% | -13.1% |
| 3M | -26.7% | +35.8% | -62.5% | -29.3% |
| 6M | -43.8% | +10.3% | -54.1% | -44.8% |
| YTD | +27.6% | +27.2% | +0.3% | +22.8% |
| 1Y | +15.5% | +19.1% | -3.7% | +12.0% |
| 3Y | +395.6% | +103.7% | +291.9% | +256.0% |
| 5Y | +677.3% | -50.0% | +727.3% | +574.1% |
| All | +677.3% | -48.9% | +726.2% | +574.1% |
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