-32.0%
BAX vs GME
+4.1%
-36.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.3% | -3.7% |
| 7D | -2.4% | +0.4% | -2.9% | -2.4% |
| 30D | -9.7% | -1.4% | -8.3% | -9.7% |
| 3M | +29.3% | -15.1% | +44.4% | +29.6% |
| 6M | +40.7% | -22.5% | +63.1% | +41.2% |
| YTD | +30.3% | -5.9% | +36.2% | +30.4% |
| 1Y | +3.4% | -18.6% | +22.0% | +3.7% |
| 3Y | -32.0% | +6.7% | -38.7% | -29.8% |
| All | -32.0% | +4.1% | -36.1% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling