+219.5%
B vs GME
+1,450.5%
-1,231.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | +0.5% |
| 7D | +9.6% | +3.7% | +5.9% | +9.5% |
| 30D | +3.5% | +2.2% | +1.3% | +3.5% |
| 3M | -1.6% | +30.6% | -32.2% | -2.1% |
| 6M | -1.7% | -0.2% | -1.5% | -1.7% |
| YTD | -5.3% | +25.1% | -30.4% | -5.8% |
| 1Y | +27.2% | +17.7% | +9.6% | +26.7% |
| 3Y | +166.1% | +85.7% | +80.4% | +158.7% |
| 5Y | +136.5% | -52.9% | +189.4% | +132.1% |
| 10Y | +172.2% | +504.9% | -332.7% | +115.5% |
| All | +219.5% | +1,450.5% | -1,231.0% | +112.4% |
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