+96.3%
VTR vs GME
+285.6%
-189.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.6% |
| 7D | -0.3% | +10.4% | -10.7% | -0.6% |
| 30D | +1.1% | +14.1% | -13.0% | +0.7% |
| 3M | +7.9% | -4.6% | +12.5% | +8.0% |
| 6M | +6.2% | -13.5% | +19.7% | +6.5% |
| YTD | +17.7% | +5.3% | +12.4% | +17.3% |
| 1Y | +32.9% | -14.9% | +47.8% | +33.3% |
| 3Y | +129.7% | +24.3% | +105.4% | +117.9% |
| 5Y | +89.3% | -55.6% | +144.9% | +81.7% |
| All | +96.3% | +285.6% | -189.3% | +5.3% |
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