+16.4%
B vs GME
+17.4%
-0.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -6.0% |
| 7D | +7.1% | +4.8% | +2.3% | +6.6% |
| 30D | -3.3% | -4.3% | +0.9% | -2.9% |
| 3M | -2.5% | +35.3% | -37.9% | -5.1% |
| 6M | -7.2% | +4.7% | -12.0% | -7.3% |
| YTD | -7.4% | +26.6% | -34.0% | -9.3% |
| 1Y | +16.4% | +18.3% | -1.9% | +13.2% |
| All | +16.4% | +17.4% | -0.9% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling