+392.7%
BBY vs GME
+1,127.7%
-734.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.3% | -6.7% | -2.0% |
| 7D | +1.2% | +4.8% | -3.7% | +0.6% |
| 30D | +6.8% | +5.9% | +0.9% | +6.1% |
| 3M | +18.7% | -10.7% | +29.5% | +20.0% |
| 6M | +37.3% | -19.8% | +57.1% | +40.1% |
| YTD | +35.3% | -0.9% | +36.3% | +34.8% |
| 1Y | +20.7% | -15.7% | +36.4% | +22.2% |
| 3Y | +39.4% | +12.3% | +27.1% | +19.0% |
| 5Y | -1.5% | -60.1% | +58.6% | -11.2% |
| 10Y | +239.8% | +265.3% | -25.5% | -13.8% |
| All | +392.7% | +1,127.7% | -734.9% | -33.8% |
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 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