-15.6%
AA vs GME
-48.9%
+33.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.6% |
| 7D | +1.1% | +1.6% | -0.5% | +1.0% |
| 30D | -1.3% | -6.2% | +4.9% | -0.6% |
| 3M | -23.9% | +35.8% | -59.7% | -26.7% |
| 6M | -36.8% | +10.3% | -47.1% | -37.8% |
| YTD | -22.2% | +27.2% | -49.4% | -24.9% |
| 1Y | +10.4% | +19.1% | -8.8% | +7.2% |
| 3Y | +72.0% | +103.7% | -31.7% | +27.6% |
| 5Y | -15.6% | -50.0% | +34.4% | -27.9% |
| All | -15.6% | -48.9% | +33.3% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling