+911.5%
BE vs GME
+467.7%
+443.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.7% | +7.4% |
| 7D | +20.0% | +7.2% | +12.8% | +18.9% |
| 30D | +7.9% | +0.8% | +7.1% | +7.8% |
| 3M | -13.2% | -14.0% | +0.8% | -11.8% |
| 6M | +53.5% | -19.7% | +73.2% | +57.0% |
| YTD | +191.0% | -4.6% | +195.6% | +190.8% |
| 1Y | +360.5% | -14.3% | +374.9% | +367.0% |
| 3Y | +1,568.0% | +4.0% | +1,564.0% | +1,340.3% |
| 5Y | +1,055.2% | -62.2% | +1,117.4% | +973.6% |
| All | +911.5% | +467.7% | +443.8% | +166.6% |
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 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