+1,227.8%
BE vs GME
-55.8%
+1,283.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.3% | -8.2% | -4.0% |
| 7D | +23.9% | +4.8% | +19.1% | +22.6% |
| 30D | +27.8% | +5.9% | +22.0% | +26.2% |
| 3M | +3.7% | -10.7% | +14.5% | +5.6% |
| 6M | +78.0% | -19.8% | +97.8% | +84.7% |
| YTD | +209.9% | -0.9% | +210.9% | +206.4% |
| 1Y | +389.6% | -15.7% | +405.3% | +401.8% |
| 3Y | +1,730.6% | +12.3% | +1,718.3% | +1,155.3% |
| 5Y | +1,227.8% | -60.1% | +1,287.9% | +960.1% |
| All | +1,227.8% | -55.8% | +1,283.6% | +960.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling