+1,250.4%
VUG vs GME
+1,288.1%
-37.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -0.1% | +7.2% | -7.3% | -0.5% |
| 30D | -0.3% | +0.8% | -1.1% | -0.4% |
| 3M | -0.7% | -14.0% | +13.3% | +0.1% |
| 6M | +14.6% | -19.7% | +34.4% | +15.8% |
| YTD | +9.0% | -4.6% | +13.6% | +9.0% |
| 1Y | +14.9% | -14.3% | +29.2% | +15.5% |
| 3Y | +86.0% | +4.0% | +82.0% | +72.3% |
| 5Y | +76.7% | -62.2% | +138.9% | +67.5% |
| 10Y | +411.3% | +241.4% | +169.9% | +153.3% |
| All | +1,250.4% | +1,288.1% | -37.7% | +365.3% |
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