+211.9%
B vs GME
+255.4%
-43.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.3% | -4.2% | +1.1% |
| 7D | +1.0% | +4.8% | -3.8% | +1.0% |
| 30D | +9.5% | +5.9% | +3.6% | +9.5% |
| 3M | +14.3% | -10.7% | +25.1% | +14.4% |
| 6M | -1.9% | -19.8% | +17.9% | -1.8% |
| YTD | +4.1% | -0.9% | +5.0% | +4.1% |
| 1Y | +56.1% | -15.7% | +71.8% | +56.2% |
| 3Y | +202.0% | +12.3% | +189.7% | +202.8% |
| 5Y | +158.8% | -60.1% | +218.9% | +158.8% |
| 10Y | +211.9% | +265.3% | -53.4% | +262.1% |
| All | +211.9% | +255.4% | -43.5% | +262.1% |
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