-64.2%
BAX vs GME
-49.3%
-14.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | +0.1% | +2.9% | -2.8% | 0.0% |
| 30D | +4.1% | -4.8% | +8.9% | +4.2% |
| 3M | -4.5% | +39.2% | -43.8% | -5.4% |
| 6M | +49.2% | +17.1% | +32.2% | +48.5% |
| YTD | +35.2% | +28.7% | +6.5% | +34.3% |
| 1Y | +38.3% | +23.3% | +15.0% | +37.4% |
| 3Y | -19.0% | +112.9% | -132.0% | -23.4% |
| All | -64.2% | -49.3% | -14.9% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling