+183.8%
VXUS vs GME
+440.2%
-256.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +1.0% | +7.2% | -6.2% | +0.8% |
| 30D | +2.2% | +0.8% | +1.4% | +2.2% |
| 3M | +3.0% | -14.0% | +16.9% | +3.4% |
| 6M | +10.7% | -19.7% | +30.4% | +11.2% |
| YTD | +17.8% | -4.6% | +22.4% | +17.9% |
| 1Y | +27.6% | -14.3% | +41.9% | +27.9% |
| 3Y | +73.3% | +4.0% | +69.3% | +67.0% |
| 5Y | +54.3% | -62.2% | +116.5% | +50.0% |
| 10Y | +149.8% | +241.4% | -91.5% | +71.6% |
| All | +183.8% | +440.2% | -256.4% | +59.3% |
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 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