+1,855.0%
VRT vs GME
+657.6%
+1,197.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.1% |
| 7D | -17.7% | +4.8% | -22.5% | -17.9% |
| 30D | -20.0% | -4.3% | -15.7% | -19.9% |
| 3M | -28.1% | +35.3% | -63.4% | -29.1% |
| 6M | -42.8% | +4.7% | -47.6% | -43.1% |
| YTD | +20.0% | +26.6% | -6.7% | +18.2% |
| 1Y | +3.5% | +18.3% | -14.8% | +2.3% |
| 3Y | +366.1% | +102.8% | +263.3% | +327.6% |
| 5Y | +632.2% | -48.9% | +681.1% | +593.6% |
| All | +1,855.0% | +657.6% | +1,197.4% | +1,059.0% |
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