+645.9%
VST vs GME
-49.3%
+695.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +19.2% | +6.0% | +13.2% | +18.8% |
| 30D | -17.2% | -5.9% | -11.3% | -16.9% |
| 3M | -8.1% | +38.2% | -46.3% | -9.7% |
| 6M | -8.1% | +14.5% | -22.7% | -9.0% |
| YTD | -16.3% | +27.6% | -43.8% | -17.7% |
| 1Y | -24.1% | +19.9% | -44.1% | -25.2% |
| 3Y | +300.2% | +104.3% | +195.9% | +258.7% |
| 5Y | +645.9% | -49.3% | +695.2% | +604.5% |
| All | +645.9% | -49.3% | +695.2% | +604.5% |
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