+193.0%
ARM vs GME
+43.8%
+149.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.9% | +4.8% | +6.5% |
| 7D | -5.3% | +5.8% | -11.1% | -5.9% |
| 30D | -30.0% | -3.7% | -26.4% | -29.7% |
| 3M | -34.1% | +33.6% | -67.6% | -36.5% |
| 6M | -12.6% | +5.4% | -18.0% | -13.5% |
| YTD | +70.4% | +27.4% | +43.0% | +65.1% |
| 1Y | +22.3% | +19.0% | +3.2% | +19.2% |
| 3Y | +261.2% | +101.5% | +159.7% | +167.8% |
| All | +193.0% | +43.8% | +149.2% | +166.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling