+39.4%
BP vs GME
-19.1%
+58.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.8% |
| 7D | +5.7% | +6.0% | -0.3% | +5.6% |
| 30D | +8.1% | +8.3% | -0.3% | +7.8% |
| 3M | +8.6% | -9.1% | +17.7% | +8.7% |
| 6M | +18.1% | -16.3% | +34.5% | +18.1% |
| YTD | +37.6% | +1.5% | +36.1% | +35.1% |
| 1Y | +39.4% | -16.3% | +55.7% | +38.6% |
| All | +39.4% | -19.1% | +58.5% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling