+34.5%
BBY vs GME
+15.0%
+19.6%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.6% | +4.4% | +7.4% |
| 7D | +4.5% | +7.8% | -3.2% | +3.3% |
| 30D | +16.0% | -0.4% | +16.4% | +16.0% |
| 3M | +18.6% | +30.9% | -12.3% | +13.8% |
| 6M | +80.1% | +5.5% | +74.6% | +78.7% |
| YTD | +57.4% | +25.2% | +32.2% | +51.4% |
| 1Y | +34.5% | +14.4% | +20.1% | +29.1% |
| All | +34.5% | +15.0% | +19.6% | +29.1% |
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