+2,723.0%
VRT vs GME
+470.8%
+2,252.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.7% | +4.4% |
| 7D | +9.1% | +7.2% | +1.9% | +8.8% |
| 30D | +0.9% | +0.8% | +0.1% | +0.9% |
| 3M | -13.4% | -14.0% | +0.6% | -12.9% |
| 6M | +11.7% | -19.7% | +31.4% | +12.6% |
| YTD | +73.2% | -4.6% | +77.8% | +73.0% |
| 1Y | +123.4% | -14.3% | +137.8% | +124.3% |
| 3Y | +606.2% | +4.0% | +602.1% | +567.8% |
| 5Y | +899.9% | -62.2% | +962.1% | +860.3% |
| All | +2,723.0% | +470.8% | +2,252.3% | +1,596.8% |
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