+197.4%
BAC vs GME
+1,469.6%
-1,272.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +2.1% | +4.8% | -2.7% | +1.7% |
| 30D | -6.7% | -4.3% | -2.4% | -6.4% |
| 3M | -20.2% | +35.3% | -55.6% | -22.4% |
| 6M | -0.2% | +4.7% | -4.9% | -0.9% |
| YTD | -6.4% | +26.6% | -33.0% | -8.7% |
| 1Y | -3.1% | +18.3% | -21.4% | -5.1% |
| 3Y | +96.7% | +102.8% | -6.1% | +63.0% |
| 5Y | +21.3% | -48.9% | +70.2% | +7.7% |
| 10Y | +237.7% | +480.5% | -242.7% | -11.4% |
| All | +197.4% | +1,469.6% | -1,272.3% | -37.3% |
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