+106.2%
BP vs GME
-49.1%
+155.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -6.3% | +4.8% | -11.1% | -6.4% |
| 30D | -3.6% | -4.3% | +0.6% | -3.5% |
| 3M | +5.2% | +35.3% | -30.1% | +4.4% |
| 6M | +5.3% | +4.7% | +0.6% | +5.1% |
| YTD | +33.1% | +26.6% | +6.5% | +32.1% |
| 1Y | +26.3% | +18.3% | +7.9% | +25.5% |
| 3Y | +47.5% | +102.8% | -55.3% | +38.0% |
| All | +106.2% | -49.1% | +155.4% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling