+301.1%
VST vs GME
+105.0%
+196.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +19.2% | +6.0% | +13.2% | +18.9% |
| 30D | -17.2% | -5.9% | -11.3% | -17.0% |
| 3M | -8.1% | +38.2% | -46.3% | -9.1% |
| 6M | -8.1% | +14.5% | -22.7% | -8.6% |
| YTD | -16.3% | +27.6% | -43.8% | -17.2% |
| 1Y | -24.1% | +19.9% | -44.1% | -24.8% |
| All | +301.1% | +105.0% | +196.2% | +294.6% |
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