+46.4%
VTRS vs GME
-56.3%
+102.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.7% |
| 7D | -2.2% | +10.4% | -12.6% | -2.6% |
| 30D | +3.3% | +14.1% | -10.8% | +2.8% |
| 3M | +2.0% | -4.6% | +6.6% | +2.1% |
| 6M | +19.9% | -13.5% | +33.5% | +20.4% |
| YTD | +35.7% | +5.3% | +30.4% | +35.2% |
| 1Y | +68.1% | -14.9% | +83.0% | +68.6% |
| 3Y | +87.1% | +24.3% | +62.8% | +72.4% |
| All | +46.4% | -56.3% | +102.7% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling