-28.5%
VST vs GME
+18.1%
-46.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.9% | +5.4% | +7.5% |
| 7D | -0.5% | +5.8% | -6.3% | +0.2% |
| 30D | -17.1% | -3.7% | -13.4% | -17.4% |
| 3M | -4.6% | +33.6% | -38.1% | 0.0% |
| 6M | -9.1% | +5.4% | -14.5% | -6.9% |
| YTD | -16.6% | +27.4% | -44.1% | -12.6% |
| All | -28.5% | +18.1% | -46.5% | -27.4% |
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