+581.1%
AU vs GME
+1,066.0%
-484.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.1% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | +12.8% | -1.4% | +14.2% | +12.8% |
| 3M | +28.5% | -15.1% | +43.6% | +29.1% |
| 6M | +4.8% | -22.5% | +27.3% | +5.7% |
| YTD | +31.0% | -5.9% | +36.9% | +31.0% |
| 1Y | +81.4% | -18.6% | +100.1% | +82.4% |
| 3Y | +618.4% | +6.7% | +611.8% | +587.4% |
| 5Y | +686.3% | -62.0% | +748.3% | +660.7% |
| 10Y | +664.5% | +239.5% | +425.1% | +433.1% |
| All | +581.1% | +1,066.0% | -484.8% | +255.2% |
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