+769.3%
VST vs GME
-62.8%
+832.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.5% |
| 7D | +8.9% | +7.2% | +1.7% | +8.5% |
| 30D | +6.2% | +0.8% | +5.4% | +6.2% |
| 3M | -2.7% | -14.0% | +11.2% | -2.1% |
| 6M | -8.4% | -19.7% | +11.4% | -7.5% |
| YTD | -7.2% | -4.6% | -2.6% | -7.4% |
| 1Y | -20.9% | -14.3% | -6.5% | -20.6% |
| 3Y | +384.0% | +4.0% | +380.0% | +351.7% |
| All | +769.3% | -62.8% | +832.2% | +713.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling