+74.2%
AA vs GME
+14.2%
+60.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.5% | -7.3% | -5.0% |
| 7D | -5.4% | +6.0% | -11.4% | -5.9% |
| 30D | -10.7% | +8.3% | -19.0% | -11.3% |
| 3M | -26.2% | -9.1% | -17.1% | -25.7% |
| 6M | -20.9% | -16.3% | -4.6% | -20.0% |
| YTD | -8.6% | +1.5% | -10.2% | -9.2% |
| 1Y | +57.4% | -16.3% | +73.7% | +58.9% |
| All | +74.2% | +14.2% | +60.0% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling