+668.0%
BE vs GME
+665.9%
+2.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -5.0% |
| 7D | +10.8% | +2.9% | +7.9% | +10.4% |
| 30D | -19.8% | -4.8% | -15.0% | -19.2% |
| 3M | -18.7% | +39.2% | -57.9% | -22.3% |
| 6M | -33.7% | +17.1% | -50.8% | -35.5% |
| YTD | +121.0% | +28.7% | +92.2% | +112.0% |
| 1Y | +85.4% | +23.3% | +62.1% | +78.7% |
| 3Y | +1,709.5% | +112.9% | +1,596.6% | +1,322.6% |
| 5Y | +462.2% | -48.8% | +511.0% | +400.9% |
| All | +668.0% | +665.9% | +2.1% | +94.4% |
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 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