+1,250.3%
ALL vs GME
+1,082.6%
+167.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | 0.0% | +7.2% | -7.2% | -0.3% |
| 30D | -1.5% | +0.8% | -2.3% | -1.5% |
| 3M | +23.6% | -14.0% | +37.6% | +24.5% |
| 6M | +22.3% | -19.7% | +42.1% | +23.5% |
| YTD | +26.5% | -4.6% | +31.1% | +26.5% |
| 1Y | +27.0% | -14.3% | +41.4% | +27.5% |
| 3Y | +149.6% | +4.0% | +145.6% | +129.5% |
| 5Y | +118.1% | -62.2% | +180.3% | +104.6% |
| 10Y | +369.0% | +241.4% | +127.6% | +113.4% |
| All | +1,250.3% | +1,082.6% | +167.7% | +366.0% |
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