-30.6%
AR vs GME
+176.9%
-207.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.8% | -1.1% |
| 7D | -14.3% | +3.7% | -17.9% | -14.5% |
| 30D | +1.4% | +2.2% | -0.8% | +1.2% |
| 3M | +3.4% | +30.6% | -27.2% | +1.2% |
| 6M | -2.1% | -0.2% | -1.9% | -2.4% |
| YTD | +4.7% | +25.1% | -20.4% | +2.3% |
| 1Y | +10.6% | +17.7% | -7.1% | +8.5% |
| 3Y | +24.6% | +85.7% | -61.1% | +7.4% |
| 5Y | +71.9% | -52.9% | +124.8% | +57.3% |
| 10Y | +46.4% | +504.9% | -458.6% | -46.3% |
| All | -30.6% | +176.9% | -207.5% | -72.3% |
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