+98.0%
BN vs GME
+105.0%
-7.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -0.3% | +6.0% | -6.3% | -0.6% |
| 30D | +13.6% | -5.9% | +19.4% | +13.9% |
| 3M | -6.7% | +38.2% | -44.8% | -8.1% |
| 6M | -9.0% | +14.5% | -23.5% | -9.7% |
| YTD | -8.8% | +27.6% | -36.4% | -10.0% |
| 1Y | -10.6% | +19.9% | -30.6% | -11.6% |
| All | +98.0% | +105.0% | -7.0% | +77.0% |
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 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