+33.1%
BAX vs GME
+1,082.6%
-1,049.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | -1.1% | +7.2% | -8.4% | -1.3% |
| 30D | -5.5% | +0.8% | -6.2% | -5.5% |
| 3M | +33.5% | -14.0% | +47.5% | +34.0% |
| 6M | +35.9% | -19.7% | +55.6% | +36.6% |
| YTD | +35.4% | -4.6% | +39.9% | +35.4% |
| 1Y | +9.8% | -14.3% | +24.1% | +10.1% |
| 3Y | -32.7% | +4.0% | -36.7% | -35.1% |
| 5Y | -65.6% | -62.2% | -3.4% | -66.5% |
| 10Y | -34.9% | +241.4% | -276.3% | -54.6% |
| All | +33.1% | +1,082.6% | -1,049.5% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling