+221.8%
VT vs GME
+475.1%
-253.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | +2.4% | +2.9% | -0.6% | +2.3% |
| 30D | -1.5% | -4.8% | +3.3% | -1.4% |
| 3M | -4.1% | +39.2% | -43.3% | -4.9% |
| 6M | +0.6% | +17.1% | -16.5% | +0.1% |
| YTD | +11.0% | +28.7% | -17.7% | +10.2% |
| 1Y | +13.3% | +23.3% | -10.0% | +12.6% |
| 3Y | +73.4% | +112.9% | -39.5% | +65.3% |
| 5Y | +57.4% | -48.8% | +106.3% | +52.5% |
| All | +221.8% | +475.1% | -253.3% | +123.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling