+22.6%
BROS vs GME
-59.6%
+82.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.3% | -7.3% | -2.6% |
| 7D | -6.6% | +4.8% | -11.4% | -7.1% |
| 30D | -12.3% | +5.9% | -18.2% | -13.0% |
| 3M | -22.2% | -10.7% | -11.5% | -21.3% |
| 6M | -14.3% | -19.8% | +5.5% | -12.4% |
| YTD | -26.6% | -0.9% | -25.6% | -26.8% |
| 1Y | -31.5% | -15.7% | -15.8% | -30.6% |
| 3Y | +62.3% | +12.3% | +49.9% | +32.7% |
| All | +22.6% | -59.6% | +82.2% | +13.8% |
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