+76.2%
BND vs GME
+237.9%
-161.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | -0.4% | -1.4% | +1.1% | -0.4% |
| 3M | -0.2% | -15.1% | +14.9% | -0.2% |
| 6M | -1.2% | -22.5% | +21.3% | -1.2% |
| YTD | -0.3% | -5.9% | +5.6% | -0.3% |
| 1Y | +0.4% | -18.6% | +19.0% | +0.4% |
| 3Y | +13.4% | +6.7% | +6.7% | +13.5% |
| 5Y | -1.5% | -62.0% | +60.5% | -1.5% |
| 10Y | +15.5% | +239.5% | -224.0% | +18.0% |
| All | +76.2% | +237.9% | -161.7% | +79.4% |
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