+14.8%
BND vs GME
+285.6%
-270.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.1% |
| 7D | -1.0% | +10.4% | -11.4% | -1.0% |
| 30D | -1.1% | +14.1% | -15.2% | -1.1% |
| 3M | -1.9% | -4.6% | +2.8% | -1.9% |
| 6M | -1.6% | -13.5% | +11.9% | -1.6% |
| YTD | -1.2% | +5.3% | -6.6% | -1.3% |
| 1Y | -0.7% | -14.9% | +14.1% | -0.7% |
| 3Y | +12.5% | +24.3% | -11.8% | +12.2% |
| 5Y | -2.5% | -55.6% | +53.0% | -2.8% |
| All | +14.8% | +285.6% | -270.8% | +14.5% |
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