+252.5%
B vs GME
+1,082.6%
-830.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -1.6% | +7.2% | -8.8% | -1.7% |
| 30D | +9.4% | +0.8% | +8.6% | +9.4% |
| 3M | +5.0% | -14.0% | +18.9% | +5.2% |
| 6M | -3.5% | -19.7% | +16.2% | -3.2% |
| YTD | +4.5% | -4.6% | +9.0% | +4.5% |
| 1Y | +67.8% | -14.3% | +82.1% | +68.1% |
| 3Y | +196.7% | +4.0% | +192.7% | +191.1% |
| 5Y | +151.9% | -62.2% | +214.1% | +148.3% |
| 10Y | +202.2% | +241.4% | -39.2% | +146.9% |
| All | +252.5% | +1,082.6% | -830.2% | +135.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling