+44.6%
BAX vs GME
+19.3%
+25.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -0.6% | +1.6% | -2.2% | -0.8% |
| 30D | +6.3% | -6.2% | +12.5% | +7.3% |
| 3M | -4.6% | +35.8% | -40.3% | -8.0% |
| 6M | +50.4% | +10.3% | +40.1% | +49.9% |
| YTD | +38.0% | +27.2% | +10.8% | +32.3% |
| 1Y | +44.6% | +19.1% | +25.5% | +39.5% |
| All | +44.6% | +19.3% | +25.3% | +39.5% |
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 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