+130.8%
VTR vs GME
+14.2%
+116.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +1.1% |
| 7D | -1.8% | +6.0% | -7.8% | -1.9% |
| 30D | +4.0% | +8.3% | -4.3% | +3.8% |
| 3M | +7.8% | -9.1% | +16.9% | +8.0% |
| 6M | +6.4% | -16.3% | +22.7% | +6.6% |
| YTD | +18.3% | +1.5% | +16.8% | +18.1% |
| 1Y | +33.9% | -16.3% | +50.3% | +34.2% |
| All | +130.8% | +14.2% | +116.6% | +124.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling