+407.5%
VUG vs GME
+470.0%
-62.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +4.4% | +6.0% | -1.6% | +4.2% |
| 30D | -7.3% | -5.9% | -1.5% | -7.2% |
| 3M | -4.2% | +38.2% | -42.4% | -5.2% |
| 6M | -1.6% | +14.5% | -16.1% | -2.1% |
| YTD | +4.9% | +27.6% | -22.7% | +4.0% |
| 1Y | +3.8% | +19.9% | -16.1% | +3.0% |
| 3Y | +79.4% | +104.3% | -24.9% | +69.6% |
| 5Y | +63.9% | -49.3% | +113.2% | +57.8% |
| All | +407.5% | +470.0% | -62.4% | +245.2% |
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