-27.6%
AR vs GME
+180.3%
-208.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.2% |
| 7D | -5.8% | +4.8% | -10.5% | -6.1% |
| 30D | +4.8% | -4.3% | +9.1% | +5.1% |
| 3M | +1.5% | +35.3% | -33.8% | -0.9% |
| 6M | +4.7% | +4.7% | 0.0% | +4.0% |
| YTD | +9.2% | +26.6% | -17.4% | +6.6% |
| 1Y | +11.2% | +18.3% | -7.2% | +9.1% |
| 3Y | +46.2% | +102.8% | -56.5% | +25.2% |
| 5Y | +98.1% | -48.9% | +147.0% | +80.2% |
| 10Y | +54.5% | +480.5% | -425.9% | -42.9% |
| All | -27.6% | +180.3% | -208.0% | -71.1% |
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