-35.7%
AUR vs GME
-47.6%
+11.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +0.8% |
| 7D | +1.4% | +10.4% | -9.0% | -0.8% |
| 30D | -6.4% | +14.1% | -20.5% | -9.1% |
| 3M | +7.7% | -4.6% | +12.3% | +8.4% |
| 6M | +44.5% | -13.5% | +58.0% | +48.0% |
| YTD | +67.4% | +5.3% | +62.1% | +63.8% |
| 1Y | +15.4% | -14.9% | +30.3% | +18.2% |
| 3Y | +94.8% | +24.3% | +70.6% | +33.0% |
| 5Y | -35.1% | -55.6% | +20.5% | -47.7% |
| All | -35.7% | -47.6% | +11.9% | -48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling