+846.8%
BDX vs GME
+1,066.0%
-219.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.6% | -3.0% |
| 7D | -4.3% | +0.4% | -4.7% | -4.3% |
| 30D | +1.3% | -1.4% | +2.7% | +1.3% |
| 3M | +20.2% | -15.1% | +35.4% | +20.7% |
| 6M | +8.6% | -22.5% | +31.1% | +9.2% |
| YTD | +19.0% | -5.9% | +24.9% | +19.0% |
| 1Y | +21.2% | -18.6% | +39.8% | +21.6% |
| 3Y | -9.7% | +6.7% | -16.4% | -12.7% |
| 5Y | -3.4% | -62.0% | +58.6% | -5.8% |
| 10Y | +53.9% | +239.5% | -185.6% | +9.2% |
| All | +846.8% | +1,066.0% | -219.1% | +434.4% |
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