+125.3%
AS vs GME
+78.7%
+46.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.1% | -2.9% |
| 7D | -3.6% | +6.0% | -9.6% | -3.9% |
| 30D | +3.4% | -5.9% | +9.3% | +3.8% |
| 3M | -8.6% | +38.2% | -46.8% | -10.4% |
| 6M | -10.0% | +14.5% | -24.6% | -10.9% |
| YTD | -19.2% | +27.6% | -46.8% | -20.4% |
| 1Y | -3.8% | +19.9% | -23.7% | -5.0% |
| All | +125.3% | +78.7% | +46.6% | +98.6% |
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