+318.8%
VWO vs GME
+1,092.9%
-774.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.7% |
| 7D | -1.7% | +6.0% | -7.8% | -2.1% |
| 30D | -0.3% | +8.3% | -8.6% | -0.8% |
| 3M | +4.0% | -9.1% | +13.0% | +4.4% |
| 6M | +8.1% | -16.3% | +24.4% | +9.0% |
| YTD | +11.6% | +1.5% | +10.1% | +11.2% |
| 1Y | +16.2% | -16.3% | +32.6% | +17.0% |
| 3Y | +63.3% | +15.1% | +48.1% | +49.0% |
| 5Y | +33.4% | -57.2% | +90.5% | +24.2% |
| 10Y | +113.3% | +274.5% | -161.2% | -13.0% |
| All | +318.8% | +1,092.9% | -774.0% | +23.5% |
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