+35.6%
VSH vs GME
+4.1%
+31.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | +6.2% | +0.4% | +5.8% | +6.2% |
| 30D | -11.1% | -1.4% | -9.7% | -11.0% |
| 3M | -44.9% | -15.1% | -29.8% | -44.4% |
| 6M | +90.0% | -22.5% | +112.4% | +92.6% |
| YTD | +118.8% | -5.9% | +124.7% | +119.0% |
| 1Y | +109.0% | -18.6% | +127.6% | +111.0% |
| 3Y | +35.6% | +6.7% | +29.0% | +25.5% |
| All | +35.6% | +4.1% | +31.6% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling