+114.8%
ALL vs GME
-62.6%
+177.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -0.9% | -2.3% |
| 7D | -1.7% | +0.4% | -2.1% | -1.7% |
| 30D | -4.7% | -1.4% | -3.3% | -4.7% |
| 3M | +18.4% | -15.1% | +33.5% | +18.5% |
| 6M | +20.5% | -22.5% | +43.0% | +20.7% |
| YTD | +23.5% | -5.9% | +29.5% | +23.5% |
| 1Y | +29.0% | -18.6% | +47.6% | +29.1% |
| 3Y | +153.7% | +6.7% | +147.0% | +146.0% |
| 5Y | +114.8% | -62.0% | +176.8% | +113.7% |
| All | +114.8% | -62.6% | +177.4% | +113.7% |
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 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