+174.6%
ARM vs GME
+41.1%
+133.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.9% | +0.8% | +4.3% |
| 7D | -15.2% | +3.7% | -18.9% | -15.6% |
| 30D | -40.7% | +2.2% | -42.9% | -40.9% |
| 3M | -39.1% | +30.6% | -69.7% | -41.2% |
| 6M | -26.4% | -0.2% | -26.2% | -26.7% |
| YTD | +59.7% | +25.1% | +34.6% | +55.1% |
| 1Y | +10.3% | +17.7% | -7.3% | +7.8% |
| 3Y | +228.9% | +85.7% | +143.2% | +153.0% |
| All | +174.6% | +41.1% | +133.5% | +150.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling