-18.9%
VST vs GME
-16.6%
-2.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.6% |
| 7D | +9.9% | +0.4% | +9.5% | +9.9% |
| 30D | +7.9% | -1.4% | +9.3% | +7.8% |
| 3M | +3.4% | -15.1% | +18.6% | +2.9% |
| 6M | -4.1% | -22.5% | +18.4% | -4.6% |
| YTD | -5.7% | -5.9% | +0.2% | -9.9% |
| 1Y | -18.9% | -18.6% | -0.2% | -18.9% |
| All | -18.9% | -16.6% | -2.2% | -18.9% |
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