+120.4%
AS vs GME
+33.6%
+86.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +3.9% | +3.6% |
| 7D | -4.9% | +7.2% | -12.1% | -5.3% |
| 30D | -19.6% | +0.8% | -20.4% | -19.7% |
| 3M | -14.4% | -14.0% | -0.4% | -13.7% |
| 6M | -20.1% | -19.7% | -0.4% | -19.2% |
| YTD | -20.9% | -4.6% | -16.4% | -20.8% |
| 1Y | -21.9% | -14.3% | -7.5% | -21.3% |
| All | +120.4% | +33.6% | +86.8% | +97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling