+368.4%
ALL vs GME
+483.4%
-115.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +2.9% |
| 7D | -0.1% | +4.8% | -4.9% | -0.2% |
| 30D | +13.8% | -4.3% | +18.1% | +13.9% |
| 3M | -2.8% | +35.3% | -38.1% | -3.2% |
| 6M | +23.7% | +4.7% | +18.9% | +23.5% |
| YTD | +27.3% | +26.6% | +0.6% | +26.7% |
| 1Y | +30.5% | +18.3% | +12.2% | +30.1% |
| 3Y | +113.0% | +102.8% | +10.2% | +104.9% |
| 5Y | +157.6% | -48.9% | +206.5% | +151.6% |
| 10Y | +368.4% | +480.5% | -112.1% | +218.7% |
| All | +368.4% | +483.4% | -115.0% | +218.7% |
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