-0.1%
BAX vs GME
-13.9%
+13.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.3% | -7.2% | -2.7% |
| 7D | -5.1% | +4.8% | -9.9% | -5.9% |
| 30D | -12.2% | +5.9% | -18.0% | -13.0% |
| 3M | +21.8% | -10.7% | +32.5% | +24.1% |
| 6M | +36.3% | -19.8% | +56.1% | +41.9% |
| YTD | +27.8% | -0.9% | +28.8% | +25.0% |
| 1Y | -0.1% | -15.7% | +15.6% | +1.6% |
| All | -0.1% | -13.9% | +13.8% | +1.6% |
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