+1,023.9%
VTI vs GME
+1,066.0%
-42.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | +0.6% | +0.4% | +0.2% | +0.6% |
| 30D | -1.1% | -1.4% | +0.3% | -1.0% |
| 3M | +3.9% | -15.1% | +19.0% | +4.8% |
| 6M | +14.6% | -22.5% | +37.1% | +16.1% |
| YTD | +13.3% | -5.9% | +19.2% | +13.4% |
| 1Y | +19.2% | -18.6% | +37.8% | +20.2% |
| 3Y | +77.4% | +6.7% | +70.7% | +63.2% |
| 5Y | +74.0% | -62.0% | +136.0% | +64.0% |
| 10Y | +294.6% | +239.5% | +55.2% | +86.0% |
| All | +1,023.9% | +1,066.0% | -42.1% | +276.5% |
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