+156.8%
BITO vs GME
+18.5%
+138.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.3% |
| 7D | -3.4% | +10.4% | -13.8% | -4.1% |
| 30D | +21.4% | +14.1% | +7.3% | +20.3% |
| 3M | +20.5% | -4.6% | +25.1% | +20.8% |
| 6M | +7.4% | -13.5% | +20.9% | +8.2% |
| YTD | -13.9% | +5.3% | -19.2% | -14.5% |
| 1Y | -35.1% | -14.9% | -20.2% | -34.6% |
| 3Y | +156.8% | +24.3% | +132.6% | +119.3% |
| All | +156.8% | +18.5% | +138.3% | +119.3% |
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