+364.8%
ALL vs GME
+255.4%
+109.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.2% | 0.0% |
| 7D | -2.2% | +4.8% | -7.1% | -2.3% |
| 30D | -5.6% | +5.9% | -11.4% | -5.7% |
| 3M | +17.2% | -10.7% | +28.0% | +17.4% |
| 6M | +23.2% | -19.8% | +43.0% | +23.6% |
| YTD | +23.6% | -0.9% | +24.5% | +23.5% |
| 1Y | +29.2% | -15.7% | +44.8% | +29.3% |
| 3Y | +153.8% | +12.3% | +141.5% | +146.9% |
| 5Y | +116.1% | -60.1% | +176.1% | +111.8% |
| 10Y | +364.8% | +265.3% | +99.5% | +227.2% |
| All | +364.8% | +255.4% | +109.4% | +227.2% |
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