+150.1%
VXUS vs GME
+255.4%
-105.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.1% | -0.9% |
| 7D | +0.3% | +4.8% | -4.6% | +0.2% |
| 30D | +0.7% | +5.9% | -5.2% | +0.5% |
| 3M | +4.8% | -10.7% | +15.5% | +5.0% |
| 6M | +11.3% | -19.8% | +31.1% | +11.8% |
| YTD | +16.5% | -0.9% | +17.5% | +16.4% |
| 1Y | +24.3% | -15.7% | +40.0% | +24.6% |
| 3Y | +74.5% | +12.3% | +62.2% | +69.8% |
| 5Y | +54.3% | -60.1% | +114.4% | +51.0% |
| 10Y | +150.1% | +265.3% | -115.2% | +92.3% |
| All | +150.1% | +255.4% | -105.3% | +92.3% |
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 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