+1,784.6%
BE vs GME
+4.1%
+1,780.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.4% | +11.0% | +9.8% |
| 7D | +29.8% | +0.4% | +29.3% | +29.7% |
| 30D | +26.4% | -1.4% | +27.8% | +26.6% |
| 3M | +9.3% | -15.1% | +24.5% | +11.4% |
| 6M | +105.1% | -22.5% | +127.5% | +111.1% |
| YTD | +219.0% | -5.9% | +225.0% | +219.2% |
| 1Y | +418.8% | -18.6% | +437.4% | +429.9% |
| 3Y | +1,784.6% | +6.7% | +1,777.9% | +1,546.6% |
| All | +1,784.6% | +4.1% | +1,780.5% | +1,546.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling