+476.4%
BHP vs GME
+285.6%
+190.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -4.0% | -0.3% |
| 7D | -3.6% | +10.4% | -14.0% | -3.9% |
| 30D | -1.2% | +14.1% | -15.3% | -1.6% |
| 3M | +1.2% | -4.6% | +5.8% | +1.3% |
| 6M | +21.4% | -13.5% | +34.9% | +21.8% |
| YTD | +50.4% | +5.3% | +45.1% | +50.0% |
| 1Y | +67.5% | -14.9% | +82.4% | +68.0% |
| 3Y | +72.8% | +24.3% | +48.6% | +65.9% |
| 5Y | +112.6% | -55.6% | +168.2% | +106.2% |
| All | +476.4% | +285.6% | +190.8% | +301.0% |
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