+214.8%
B vs GME
+475.1%
-260.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | -7.3% | +2.9% | -10.2% | -7.3% |
| 30D | -3.3% | -4.8% | +1.4% | -3.3% |
| 3M | -7.8% | +39.2% | -47.0% | -7.9% |
| 6M | -15.5% | +17.1% | -32.6% | -15.6% |
| YTD | -12.3% | +28.7% | -41.0% | -12.3% |
| 1Y | +5.4% | +23.3% | -18.0% | +5.3% |
| 3Y | +165.5% | +112.9% | +52.6% | +166.5% |
| 5Y | +107.0% | -48.8% | +155.9% | +106.8% |
| All | +214.8% | +475.1% | -260.2% | +244.8% |
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