+318.9%
VZ vs GME
+1,082.6%
-763.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +0.1% | +7.2% | -7.1% | -0.1% |
| 30D | +7.9% | +0.8% | +7.1% | +7.9% |
| 3M | +13.6% | -14.0% | +27.6% | +14.1% |
| 6M | +1.1% | -19.7% | +20.8% | +1.6% |
| YTD | +29.3% | -4.6% | +33.9% | +29.3% |
| 1Y | +21.2% | -14.3% | +35.6% | +21.5% |
| 3Y | +75.9% | +4.0% | +71.9% | +68.2% |
| 5Y | +24.1% | -62.2% | +86.3% | +20.0% |
| 10Y | +62.4% | +241.4% | -179.0% | +1.9% |
| All | +318.9% | +1,082.6% | -763.7% | +104.0% |
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