+221.0%
VT vs GME
+482.1%
-261.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | -0.1% | +4.8% | -4.9% | -0.3% |
| 30D | -3.1% | -4.3% | +1.2% | -3.0% |
| 3M | -3.5% | +35.3% | -38.8% | -4.2% |
| 6M | +0.5% | +4.7% | -4.3% | +0.3% |
| YTD | +10.8% | +26.6% | -15.9% | +10.0% |
| 1Y | +11.9% | +18.3% | -6.4% | +11.3% |
| 3Y | +73.0% | +102.8% | -29.8% | +65.1% |
| 5Y | +58.6% | -48.9% | +107.5% | +53.7% |
| All | +221.0% | +482.1% | -261.1% | +122.9% |
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