+10.3%
ARM vs GME
+14.4%
-4.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.9% | +0.8% | +3.5% |
| 7D | -15.2% | +3.7% | -18.9% | -16.0% |
| 30D | -40.7% | +2.2% | -42.9% | -41.0% |
| 3M | -39.1% | +30.6% | -69.7% | -45.2% |
| 6M | -26.4% | -0.2% | -26.2% | -26.4% |
| YTD | +59.7% | +25.1% | +34.6% | +48.6% |
| 1Y | +10.3% | +17.7% | -7.3% | +0.2% |
| All | +10.3% | +14.4% | -4.0% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling