+3.0%
AS vs GME
+19.3%
-16.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | -3.0% | +1.6% | -4.7% | -3.3% |
| 30D | +9.6% | -6.2% | +15.7% | +10.5% |
| 3M | -8.2% | +35.8% | -43.9% | -13.0% |
| 6M | -9.9% | +10.3% | -20.2% | -10.6% |
| YTD | -16.8% | +27.2% | -44.0% | -18.7% |
| 1Y | +3.0% | +19.1% | -16.1% | +1.7% |
| All | +3.0% | +19.3% | -16.3% | +1.7% |
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 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