+175.8%
VSH vs GME
+271.8%
-95.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.5% | -1.1% |
| 7D | +3.1% | +6.0% | -2.9% | +2.8% |
| 30D | -5.7% | +8.3% | -14.1% | -6.1% |
| 3M | -42.5% | -9.1% | -33.4% | -42.3% |
| 6M | +82.7% | -16.3% | +99.0% | +83.9% |
| YTD | +118.2% | +1.5% | +116.7% | +117.6% |
| 1Y | +109.7% | -16.3% | +126.0% | +110.9% |
| 3Y | +35.3% | +15.1% | +20.2% | +27.5% |
| 5Y | +65.6% | -57.2% | +122.8% | +58.4% |
| All | +175.8% | +271.8% | -95.9% | +50.3% |
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