+297.8%
VTI vs GME
+285.6%
+12.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.7% |
| 7D | -0.9% | +10.4% | -11.3% | -1.2% |
| 30D | -1.4% | +14.1% | -15.5% | -1.8% |
| 3M | +3.6% | -4.6% | +8.2% | +3.7% |
| 6M | +13.6% | -13.5% | +27.1% | +13.9% |
| YTD | +12.9% | +5.3% | +7.6% | +12.6% |
| 1Y | +17.2% | -14.9% | +32.1% | +17.5% |
| 3Y | +75.7% | +24.3% | +51.4% | +68.7% |
| 5Y | +75.4% | -55.6% | +131.0% | +70.0% |
| All | +297.8% | +285.6% | +12.1% | +174.7% |
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