+1,216.9%
VST vs GME
+250.7%
+966.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.5% |
| 7D | +8.9% | +7.2% | +1.7% | +8.7% |
| 30D | +6.2% | +0.8% | +5.4% | +6.2% |
| 3M | -2.7% | -14.0% | +11.2% | -2.4% |
| 6M | -8.4% | -19.7% | +11.4% | -7.9% |
| YTD | -7.2% | -4.6% | -2.6% | -7.3% |
| 1Y | -20.9% | -14.3% | -6.5% | -20.7% |
| 3Y | +384.0% | +4.0% | +380.0% | +367.2% |
| 5Y | +757.1% | -62.2% | +819.3% | +734.7% |
| All | +1,216.9% | +250.7% | +966.1% | +860.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling