+77.9%
VUG vs GME
+106.8%
-28.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | +2.5% | +2.9% | -0.4% | +2.4% |
| 30D | -6.3% | -4.8% | -1.5% | -6.1% |
| 3M | -6.0% | +39.2% | -45.2% | -7.0% |
| 6M | -3.5% | +17.1% | -20.6% | -4.1% |
| YTD | +3.9% | +28.7% | -24.8% | +3.0% |
| 1Y | +5.1% | +23.3% | -18.2% | +4.3% |
| 3Y | +77.9% | +112.9% | -35.1% | +71.1% |
| All | +77.9% | +106.8% | -28.9% | +71.1% |
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 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