+214.2%
ARM vs GME
+43.9%
+170.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.8% |
| 7D | +19.8% | +6.0% | +13.8% | +19.0% |
| 30D | -21.8% | -5.9% | -15.9% | -21.2% |
| 3M | -26.5% | +38.2% | -64.7% | -29.5% |
| 6M | -3.9% | +14.5% | -18.4% | -5.8% |
| YTD | +82.8% | +27.6% | +55.2% | +77.0% |
| 1Y | +34.3% | +19.9% | +14.4% | +30.9% |
| 3Y | +282.2% | +104.3% | +177.9% | +181.4% |
| All | +214.2% | +43.9% | +170.2% | +185.7% |
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