+377.4%
VT vs GME
+150.7%
+226.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +0.4% | +7.2% | -6.8% | +0.1% |
| 30D | +1.0% | +0.8% | +0.2% | +0.9% |
| 3M | +2.4% | -14.0% | +16.3% | +3.0% |
| 6M | +12.0% | -19.7% | +31.7% | +13.0% |
| YTD | +15.3% | -4.6% | +19.9% | +15.3% |
| 1Y | +22.6% | -14.3% | +36.9% | +23.1% |
| 3Y | +74.7% | +4.0% | +70.7% | +63.3% |
| 5Y | +66.1% | -62.2% | +128.3% | +58.2% |
| 10Y | +225.0% | +241.4% | -16.4% | +66.0% |
| All | +377.4% | +150.7% | +226.8% | +109.2% |
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