+185.4%
ARM vs GME
+42.9%
+142.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -10.4% | +4.8% | -15.2% | -10.8% |
| 30D | -31.8% | -4.3% | -27.6% | -31.5% |
| 3M | -32.2% | +35.3% | -67.6% | -34.8% |
| 6M | -14.9% | +4.7% | -19.6% | -15.7% |
| YTD | +66.0% | +26.6% | +39.4% | +61.0% |
| 1Y | +17.2% | +18.3% | -1.1% | +14.4% |
| 3Y | +247.2% | +102.8% | +144.4% | +155.9% |
| All | +185.4% | +42.9% | +142.5% | +159.7% |
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