+61.1%
VZ vs GME
+237.1%
-176.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.5% |
| 7D | +0.2% | +0.4% | -0.2% | +0.2% |
| 30D | +7.1% | -1.4% | +8.5% | +7.1% |
| 3M | +12.8% | -15.1% | +28.0% | +12.9% |
| 6M | +1.8% | -22.5% | +24.3% | +1.9% |
| YTD | +30.0% | -5.9% | +35.9% | +30.0% |
| 1Y | +24.3% | -18.6% | +43.0% | +24.4% |
| 3Y | +84.3% | +6.7% | +77.6% | +83.0% |
| 5Y | +25.9% | -62.0% | +87.9% | +25.2% |
| 10Y | +61.1% | +239.5% | -178.4% | +45.0% |
| All | +61.1% | +237.1% | -176.1% | +45.0% |
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 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