+262.4%
VST vs GME
+79.6%
+182.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +3.9% | +6.6% | +10.4% |
| 7D | -9.8% | +3.7% | -13.5% | -9.9% |
| 30D | -25.1% | +2.2% | -27.3% | -25.2% |
| 3M | -11.6% | +30.6% | -42.2% | -12.4% |
| 6M | -20.9% | -0.2% | -20.7% | -21.0% |
| YTD | -22.3% | +25.1% | -47.4% | -23.1% |
| 1Y | -32.0% | +17.7% | -49.7% | -32.6% |
| 3Y | +262.4% | +85.7% | +176.7% | +256.8% |
| All | +262.4% | +79.6% | +182.8% | +256.8% |
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 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