+214.5%
BAC vs GME
+470.0%
-255.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +1.5% | +6.0% | -4.5% | +1.3% |
| 30D | -6.4% | -5.9% | -0.5% | -6.2% |
| 3M | -21.7% | +38.2% | -59.9% | -22.6% |
| 6M | +0.5% | +14.5% | -14.0% | -0.1% |
| YTD | -6.7% | +27.6% | -34.3% | -7.7% |
| 1Y | -4.7% | +19.9% | -24.6% | -5.5% |
| 3Y | +96.1% | +104.3% | -8.2% | +82.6% |
| 5Y | +21.7% | -49.3% | +71.0% | +16.3% |
| All | +214.5% | +470.0% | -255.5% | +66.8% |
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