+46.1%
VXUS vs GME
-49.3%
+95.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +2.1% | +2.9% | -0.8% | +2.0% |
| 30D | -1.1% | -4.8% | +3.7% | -0.9% |
| 3M | -5.6% | +39.2% | -44.8% | -6.9% |
| 6M | -2.3% | +17.1% | -19.3% | -3.0% |
| YTD | +10.4% | +28.7% | -18.4% | +9.0% |
| 1Y | +13.1% | +23.3% | -10.3% | +11.8% |
| 3Y | +68.0% | +112.9% | -44.9% | +50.7% |
| All | +46.1% | -49.3% | +95.4% | +37.0% |
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