-34.4%
BAX vs GME
+484.8%
-519.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -0.6% | +1.6% | -2.2% | -0.6% |
| 30D | +6.3% | -6.2% | +12.5% | +6.4% |
| 3M | -4.6% | +35.8% | -40.3% | -4.9% |
| 6M | +50.4% | +10.3% | +40.1% | +50.2% |
| YTD | +38.0% | +27.2% | +10.8% | +37.7% |
| 1Y | +44.6% | +19.1% | +25.5% | +44.3% |
| 3Y | -15.1% | +103.7% | -118.9% | -16.5% |
| 5Y | -63.3% | -50.0% | -13.3% | -63.7% |
| 10Y | -34.4% | +471.4% | -505.8% | -43.1% |
| All | -34.4% | +484.8% | -519.2% | -43.1% |
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