-21.7%
AA vs GME
+1,082.6%
-1,104.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -2.1% |
| 7D | -0.7% | +7.2% | -7.9% | -1.5% |
| 30D | +5.0% | +0.8% | +4.2% | +4.9% |
| 3M | -35.8% | -14.0% | -21.9% | -34.8% |
| 6M | -18.4% | -19.7% | +1.3% | -16.6% |
| YTD | -5.5% | -4.6% | -0.9% | -5.5% |
| 1Y | +61.0% | -14.3% | +75.3% | +62.9% |
| 3Y | +66.2% | +4.0% | +62.2% | +41.8% |
| 5Y | +11.4% | -62.2% | +73.6% | +0.6% |
| 10Y | +116.9% | +241.4% | -124.5% | -43.7% |
| All | -21.7% | +1,082.6% | -1,104.3% | -86.9% |
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 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