+247.4%
A vs GME
+285.6%
-38.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.1% | +2.6% |
| 7D | -2.6% | +10.4% | -13.0% | -2.8% |
| 30D | -0.9% | +14.1% | -15.0% | -1.1% |
| 3M | +13.6% | -4.6% | +18.3% | +13.7% |
| 6M | +27.8% | -13.5% | +41.4% | +28.1% |
| YTD | +8.6% | +5.3% | +3.3% | +8.5% |
| 1Y | +16.9% | -14.9% | +31.8% | +17.1% |
| 3Y | +32.9% | +24.3% | +8.6% | +29.5% |
| 5Y | -14.1% | -55.6% | +41.5% | -15.9% |
| All | +247.4% | +285.6% | -38.2% | +185.8% |
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