+219.3%
BP vs GME
+1,477.0%
-1,257.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.1% | +1.5% |
| 7D | -0.8% | +1.6% | -2.4% | -0.9% |
| 30D | -3.1% | -6.2% | +3.0% | -2.8% |
| 3M | +6.2% | +35.8% | -29.6% | +4.3% |
| 6M | +4.8% | +10.3% | -5.5% | +4.0% |
| YTD | +35.2% | +27.2% | +7.9% | +32.8% |
| 1Y | +27.4% | +19.1% | +8.3% | +25.6% |
| 3Y | +49.8% | +103.7% | -54.0% | +32.4% |
| 5Y | +109.4% | -50.0% | +159.4% | +93.5% |
| 10Y | +135.7% | +471.4% | -335.8% | +6.1% |
| All | +219.3% | +1,477.0% | -1,257.8% | +13.2% |
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