-2.1%
BROS vs GME
-47.5%
+45.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.9% | +5.6% | +6.4% |
| 7D | +6.3% | +2.9% | +3.4% | +6.0% |
| 30D | -8.3% | -4.8% | -3.6% | -7.8% |
| 3M | -29.8% | +39.2% | -69.0% | -32.4% |
| 6M | -25.8% | +17.1% | -42.9% | -27.3% |
| YTD | -41.4% | +28.7% | -70.1% | -43.3% |
| 1Y | -35.2% | +23.3% | -58.5% | -37.0% |
| 3Y | +32.8% | +112.9% | -80.2% | -2.1% |
| 5Y | -42.2% | -48.8% | +6.7% | -50.9% |
| All | -2.1% | -47.5% | +45.4% | -11.8% |
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 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