-34.9%
VST vs GME
+15.0%
-49.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.6% | -17.4% | -13.3% |
| 7D | -15.7% | +7.8% | -23.5% | -14.8% |
| 30D | -17.0% | -0.4% | -16.6% | -16.6% |
| 3M | -15.9% | +30.9% | -46.7% | -12.1% |
| 6M | -25.0% | +5.5% | -30.4% | -23.0% |
| YTD | -25.1% | +25.2% | -50.3% | -22.3% |
| 1Y | -34.9% | +14.4% | -49.2% | -34.0% |
| All | -34.9% | +15.0% | -49.8% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling