+18.4%
BROS vs GME
-58.6%
+77.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.5% | -5.9% | -3.7% |
| 7D | -6.1% | +6.0% | -12.1% | -6.7% |
| 30D | -12.4% | +8.3% | -20.7% | -13.2% |
| 3M | -27.9% | -9.1% | -18.9% | -27.3% |
| 6M | -16.8% | -16.3% | -0.5% | -15.4% |
| YTD | -29.0% | +1.5% | -30.6% | -29.5% |
| 1Y | -33.2% | -16.3% | -16.9% | -32.3% |
| 3Y | +56.8% | +15.1% | +41.6% | +27.8% |
| All | +18.4% | -58.6% | +77.0% | +9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling