+165.8%
VXUS vs GME
+622.4%
-456.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +2.3% | +6.0% | -3.7% | +2.1% |
| 30D | -2.2% | -5.9% | +3.7% | -2.1% |
| 3M | -5.4% | +38.2% | -43.6% | -6.3% |
| 6M | -1.2% | +14.5% | -15.8% | -1.7% |
| YTD | +10.4% | +27.6% | -17.2% | +9.5% |
| 1Y | +11.8% | +19.9% | -8.1% | +11.1% |
| 3Y | +68.4% | +104.3% | -35.9% | +59.2% |
| 5Y | +45.9% | -49.3% | +95.1% | +40.6% |
| 10Y | +144.7% | +473.0% | -328.3% | +61.0% |
| All | +165.8% | +622.4% | -456.5% | +48.0% |
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 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