+32.8%
BROS vs GME
+106.8%
-74.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.9% | +5.6% | +6.4% |
| 7D | +6.3% | +2.9% | +3.4% | +6.1% |
| 30D | -8.3% | -4.8% | -3.6% | -8.1% |
| 3M | -29.8% | +39.2% | -69.0% | -31.2% |
| 6M | -25.8% | +17.1% | -42.9% | -26.6% |
| YTD | -41.4% | +28.7% | -70.1% | -42.3% |
| 1Y | -35.2% | +23.3% | -58.5% | -36.0% |
| 3Y | +32.8% | +112.9% | -80.2% | +18.8% |
| All | +32.8% | +106.8% | -74.0% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling