+111.1%
VSH vs GME
+475.1%
-363.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.3% |
| 7D | +14.3% | +2.9% | +11.4% | +14.2% |
| 30D | -7.9% | -4.8% | -3.1% | -7.6% |
| 3M | -19.9% | +39.2% | -59.1% | -21.1% |
| 6M | -30.5% | +17.1% | -47.6% | -31.2% |
| YTD | +85.7% | +28.7% | +56.9% | +83.0% |
| 1Y | +98.9% | +23.3% | +75.6% | +96.4% |
| 3Y | +32.1% | +112.9% | -80.8% | +21.2% |
| 5Y | +39.7% | -48.8% | +88.5% | +32.4% |
| All | +111.1% | +475.1% | -363.9% | +7.8% |
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 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