+312.4%
A vs GME
+470.0%
-157.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | +0.7% | +6.0% | -5.3% | +0.6% |
| 30D | +0.8% | -5.9% | +6.7% | +0.9% |
| 3M | +16.9% | +38.2% | -21.3% | +16.2% |
| 6M | +53.8% | +14.5% | +39.2% | +53.3% |
| YTD | +28.1% | +27.6% | +0.5% | +27.4% |
| 1Y | +15.0% | +19.9% | -4.9% | +14.6% |
| 3Y | +63.1% | +104.3% | -41.2% | +57.5% |
| 5Y | +11.5% | -49.3% | +60.7% | +8.8% |
| All | +312.4% | +470.0% | -157.5% | +218.2% |
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