+267.8%
BAC vs GME
+1,082.6%
-814.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +1.1% | +7.2% | -6.1% | +0.5% |
| 30D | -0.4% | +0.8% | -1.2% | -0.5% |
| 3M | +16.9% | -14.0% | +30.9% | +18.2% |
| 6M | +26.6% | -19.7% | +46.3% | +28.6% |
| YTD | +15.8% | -4.6% | +20.4% | +15.8% |
| 1Y | +27.2% | -14.3% | +41.5% | +28.1% |
| 3Y | +132.4% | +4.0% | +128.4% | +104.6% |
| 5Y | +72.6% | -62.2% | +134.8% | +57.1% |
| 10Y | +389.7% | +241.4% | +148.4% | +42.4% |
| All | +267.8% | +1,082.6% | -814.8% | -20.5% |
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