+153.8%
B vs GME
-62.6%
+216.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -1.4% |
| 7D | +2.3% | +0.4% | +1.9% | +2.3% |
| 30D | +1.4% | -1.4% | +2.8% | +1.4% |
| 3M | +12.2% | -15.1% | +27.3% | +12.8% |
| 6M | -2.1% | -22.5% | +20.4% | -1.4% |
| YTD | +2.9% | -5.9% | +8.9% | +3.0% |
| 1Y | +55.3% | -18.6% | +74.0% | +56.1% |
| 3Y | +198.7% | +6.7% | +192.0% | +187.5% |
| 5Y | +153.8% | -62.0% | +215.8% | +144.7% |
| All | +153.8% | -62.6% | +216.3% | +144.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling