+15.7%
BABA vs GME
+483.4%
-467.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.5% |
| 7D | +2.4% | +4.8% | -2.4% | +2.2% |
| 30D | -7.8% | -4.3% | -3.5% | -7.6% |
| 3M | -22.4% | +35.3% | -57.7% | -23.4% |
| 6M | -26.0% | +4.7% | -30.7% | -26.2% |
| YTD | -29.3% | +26.6% | -55.9% | -30.1% |
| 1Y | -37.5% | +18.3% | -55.8% | -38.1% |
| 3Y | +31.9% | +102.8% | -70.9% | +21.0% |
| 5Y | -33.4% | -48.9% | +15.5% | -37.2% |
| 10Y | +15.7% | +480.5% | -464.8% | -23.0% |
| All | +15.7% | +483.4% | -467.7% | -23.0% |
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