+348.0%
VT vs GME
+216.2%
+131.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.2% | -3.9% |
| 7D | -4.2% | +0.7% | -4.9% | -4.2% |
| 30D | -5.8% | -2.4% | -3.4% | -5.7% |
| 3M | -5.2% | +27.1% | -32.4% | -6.4% |
| 6M | +0.1% | -0.2% | +0.4% | 0.0% |
| YTD | +8.2% | +20.4% | -12.1% | +7.0% |
| 1Y | +10.1% | +9.8% | +0.3% | +9.3% |
| 3Y | +69.7% | +74.3% | -4.6% | +54.6% |
| 5Y | +53.4% | -54.7% | +108.0% | +44.8% |
| 10Y | +219.2% | +482.0% | -262.8% | +49.4% |
| All | +348.0% | +216.2% | +131.8% | +94.0% |
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