+13.4%
AUR vs GME
-15.8%
+29.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +8.7% | +7.2% | +1.5% | +6.9% |
| 30D | -5.2% | +0.8% | -6.0% | -5.4% |
| 3M | -7.3% | -14.0% | +6.7% | -4.2% |
| 6M | +41.2% | -19.7% | +60.9% | +47.9% |
| YTD | +65.1% | -4.6% | +69.7% | +59.2% |
| 1Y | +13.4% | -14.3% | +27.8% | +11.2% |
| All | +13.4% | -15.8% | +29.2% | +11.2% |
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 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