+141.1%
BP vs GME
-55.8%
+196.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.3% | -3.5% | +1.7% |
| 7D | +4.0% | +4.8% | -0.9% | +3.9% |
| 30D | +7.8% | +5.9% | +2.0% | +7.7% |
| 3M | +8.4% | -10.7% | +19.1% | +8.6% |
| 6M | +15.1% | -19.8% | +34.9% | +15.6% |
| YTD | +36.4% | -0.9% | +37.4% | +36.2% |
| 1Y | +40.9% | -15.7% | +56.6% | +41.2% |
| 3Y | +38.8% | +12.3% | +26.5% | +32.6% |
| 5Y | +141.1% | -60.1% | +201.1% | +134.8% |
| All | +141.1% | -55.8% | +196.9% | +134.8% |
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