+9.8%
BAX vs GME
-15.8%
+25.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -1.1% | +7.2% | -8.4% | -2.4% |
| 30D | -5.5% | +0.8% | -6.2% | -5.6% |
| 3M | +33.5% | -14.0% | +47.5% | +36.9% |
| 6M | +35.9% | -19.7% | +55.6% | +40.8% |
| YTD | +35.4% | -4.6% | +39.9% | +33.2% |
| 1Y | +9.8% | -14.3% | +24.1% | +6.2% |
| All | +9.8% | -15.8% | +25.6% | +6.2% |
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