-20.9%
VST vs GME
+3.4%
-24.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +3.9% | +6.6% | +11.1% |
| 7D | -9.8% | +3.7% | -13.5% | -9.2% |
| 30D | -25.1% | +2.2% | -27.3% | -24.1% |
| 3M | -11.6% | +30.6% | -42.2% | -4.4% |
| 6M | -20.9% | -0.2% | -20.7% | -18.7% |
| All | -20.9% | +3.4% | -24.3% | -18.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling