+1,975.4%
VTR vs GME
+1,066.0%
+909.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -2.4% | +0.4% | -2.8% | -2.4% |
| 30D | -3.7% | -1.4% | -2.3% | -3.7% |
| 3M | +13.5% | -15.1% | +28.7% | +14.7% |
| 6M | +7.2% | -22.5% | +29.7% | +8.8% |
| YTD | +17.6% | -5.9% | +23.5% | +17.6% |
| 1Y | +35.4% | -18.6% | +54.0% | +36.6% |
| 3Y | +132.8% | +6.7% | +126.2% | +109.2% |
| 5Y | +88.7% | -62.0% | +150.7% | +74.1% |
| 10Y | +87.6% | +239.5% | -151.8% | -30.8% |
| All | +1,975.4% | +1,066.0% | +909.5% | +484.5% |
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