+504.5%
AVAV vs GME
+313.9%
+190.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | -2.2% | +7.2% | -9.4% | -2.7% |
| 30D | -13.9% | +0.8% | -14.7% | -14.0% |
| 3M | -29.2% | -14.0% | -15.3% | -28.6% |
| 6M | -36.1% | -19.7% | -16.4% | -35.3% |
| YTD | -40.2% | -4.6% | -35.6% | -40.2% |
| 1Y | -36.2% | -14.3% | -21.9% | -35.8% |
| 3Y | +47.5% | +4.0% | +43.5% | +35.5% |
| 5Y | +39.3% | -62.2% | +101.5% | +31.4% |
| 10Y | +482.6% | +241.4% | +241.2% | +171.1% |
| All | +504.5% | +313.9% | +190.6% | +134.0% |
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 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