+43.1%
VTRS vs GME
+1,158.5%
-1,115.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.9% |
| 7D | -3.3% | +6.0% | -9.3% | -3.6% |
| 30D | +1.4% | +8.3% | -7.0% | +0.9% |
| 3M | +4.6% | -9.1% | +13.7% | +5.1% |
| 6M | +18.1% | -16.3% | +34.4% | +18.9% |
| YTD | +34.7% | +1.5% | +33.1% | +34.2% |
| 1Y | +65.6% | -16.3% | +82.0% | +66.6% |
| 3Y | +83.8% | +15.1% | +68.6% | +69.4% |
| 5Y | +46.5% | -57.2% | +103.6% | +37.5% |
| 10Y | -48.6% | +274.5% | -323.1% | -75.5% |
| All | +43.1% | +1,158.5% | -1,115.4% | -44.5% |
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