+1,003.0%
BE vs GME
+526.6%
+476.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.7% | +2.9% | +6.2% |
| 7D | +9.0% | +10.4% | -1.3% | +7.6% |
| 30D | +16.3% | +14.1% | +2.2% | +14.3% |
| 3M | +10.8% | -4.6% | +15.4% | +11.1% |
| 6M | +73.2% | -13.5% | +86.7% | +75.5% |
| YTD | +217.4% | +5.3% | +212.0% | +213.0% |
| 1Y | +309.8% | -14.9% | +324.7% | +315.5% |
| 3Y | +1,726.2% | +24.3% | +1,701.9% | +1,441.7% |
| 5Y | +1,306.2% | -55.6% | +1,361.7% | +1,182.6% |
| All | +1,003.0% | +526.6% | +476.4% | +187.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling