-19.5%
BABA vs GME
-16.6%
-2.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | -0.2% | +0.4% | -0.6% | -0.2% |
| 30D | -12.3% | -1.4% | -10.9% | -12.1% |
| 3M | -5.3% | -15.1% | +9.8% | -3.3% |
| 6M | -13.1% | -22.5% | +9.4% | -10.0% |
| YTD | -22.4% | -5.9% | -16.5% | -24.8% |
| 1Y | -19.5% | -18.6% | -0.8% | -16.2% |
| All | -19.5% | -16.6% | -2.8% | -16.2% |
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