+148.0%
ALL vs GME
-53.9%
+201.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.4% |
| 7D | -3.9% | +5.8% | -9.7% | -3.9% |
| 30D | +10.6% | -3.7% | +14.3% | +10.6% |
| 3M | -4.6% | +33.6% | -38.1% | -4.7% |
| 6M | +20.2% | +5.4% | +14.8% | +20.1% |
| YTD | +23.7% | +27.4% | -3.7% | +23.4% |
| 1Y | +27.9% | +19.0% | +8.9% | +27.7% |
| 3Y | +109.2% | +101.5% | +7.7% | +99.9% |
| 5Y | +148.0% | -50.5% | +198.4% | +146.2% |
| All | +148.0% | -53.9% | +201.9% | +146.2% |
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 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