+678.6%
AU vs GME
-56.3%
+735.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.4% |
| 7D | -4.3% | +10.4% | -14.6% | -4.7% |
| 30D | +7.3% | +14.1% | -6.8% | +6.7% |
| 3M | +26.3% | -4.6% | +31.0% | +26.5% |
| 6M | +1.8% | -13.5% | +15.3% | +2.3% |
| YTD | +26.8% | +5.3% | +21.5% | +26.3% |
| 1Y | +66.7% | -14.9% | +81.6% | +67.5% |
| 3Y | +579.1% | +24.3% | +554.8% | +534.5% |
| All | +678.6% | -56.3% | +735.0% | +634.3% |
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