-24.2%
AR vs GME
+111.2%
-135.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +2.5% | +7.2% | -4.7% | +2.0% |
| 30D | +14.8% | +0.8% | +14.0% | +14.7% |
| 3M | +6.2% | -14.0% | +20.2% | +7.3% |
| 6M | +4.3% | -19.7% | +24.0% | +5.7% |
| YTD | +14.4% | -4.6% | +18.9% | +14.2% |
| 1Y | +21.3% | -14.3% | +35.7% | +22.1% |
| 3Y | +39.8% | +4.0% | +35.8% | +26.1% |
| 5Y | +142.1% | -62.2% | +204.3% | +125.4% |
| 10Y | +52.0% | +241.4% | -189.3% | -40.5% |
| All | -24.2% | +111.2% | -135.4% | -69.1% |
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