-38.3%
BAX vs GME
+271.8%
-310.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -0.9% |
| 7D | -5.4% | +6.0% | -11.5% | -5.5% |
| 30D | -12.4% | +8.3% | -20.7% | -12.5% |
| 3M | +19.1% | -9.1% | +28.2% | +19.2% |
| 6M | +38.6% | -16.3% | +54.9% | +38.8% |
| YTD | +26.7% | +1.5% | +25.2% | +26.7% |
| 1Y | +1.0% | -16.3% | +17.4% | +1.2% |
| 3Y | -33.9% | +15.1% | -49.0% | -34.6% |
| 5Y | -67.0% | -57.2% | -9.9% | -67.3% |
| All | -38.3% | +271.8% | -310.1% | -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