-35.0%
AUR vs GME
-50.7%
+15.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.3% | -5.4% | -1.3% |
| 7D | +11.1% | +4.8% | +6.3% | +9.9% |
| 30D | -6.9% | +5.9% | -12.7% | -8.0% |
| 3M | +5.5% | -10.7% | +16.2% | +7.8% |
| 6M | +41.0% | -19.8% | +60.8% | +46.9% |
| YTD | +69.3% | -0.9% | +70.2% | +67.9% |
| 1Y | +14.0% | -15.7% | +29.7% | +17.0% |
| 3Y | +90.1% | +12.3% | +77.7% | +33.2% |
| 5Y | -34.4% | -60.1% | +25.6% | -46.4% |
| All | -35.0% | -50.7% | +15.7% | -46.7% |
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