+200.5%
B vs GME
+520.4%
-320.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +4.2% |
| 7D | +11.3% | +5.8% | +5.5% | +11.3% |
| 30D | +2.9% | -3.7% | +6.6% | +3.0% |
| 3M | -2.9% | +33.6% | -36.4% | -2.9% |
| 6M | -1.2% | +5.4% | -6.6% | -1.2% |
| YTD | -1.3% | +27.4% | -28.8% | -1.4% |
| 1Y | +30.4% | +19.0% | +11.4% | +30.3% |
| 3Y | +195.3% | +101.5% | +93.8% | +196.4% |
| 5Y | +146.2% | -50.5% | +196.7% | +145.9% |
| 10Y | +200.5% | +493.3% | -292.9% | +248.8% |
| All | +200.5% | +520.4% | -320.0% | +248.8% |
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