+55.4%
VXUS vs GME
-62.6%
+117.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | +1.6% | +0.4% | +1.2% | +1.6% |
| 30D | +1.0% | -1.4% | +2.4% | +1.0% |
| 3M | +5.7% | -15.1% | +20.8% | +6.3% |
| 6M | +13.6% | -22.5% | +36.1% | +14.6% |
| YTD | +17.4% | -5.9% | +23.3% | +17.5% |
| 1Y | +25.1% | -18.6% | +43.7% | +25.8% |
| 3Y | +75.8% | +6.7% | +69.2% | +63.6% |
| 5Y | +55.4% | -62.0% | +117.4% | +48.2% |
| All | +55.4% | -62.6% | +117.9% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling