-37.6%
AA vs GME
+1,495.6%
-1,533.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | +0.5% | +2.9% | -2.4% | +0.2% |
| 30D | -0.6% | -4.8% | +4.2% | 0.0% |
| 3M | -19.7% | +39.2% | -58.9% | -22.9% |
| 6M | -41.6% | +17.1% | -58.7% | -42.9% |
| YTD | -24.6% | +28.7% | -53.4% | -27.5% |
| 1Y | +4.9% | +23.3% | -18.5% | +1.4% |
| 3Y | +66.8% | +112.9% | -46.1% | +30.2% |
| 5Y | -19.4% | -48.8% | +29.4% | -29.9% |
| 10Y | +43.1% | +478.2% | -435.1% | -66.7% |
| All | -37.6% | +1,495.6% | -1,533.1% | -90.0% |
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