+27.0%
BROS vs GME
-61.1%
+88.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -6.7% | +7.2% | -13.9% | -7.4% |
| 30D | -29.1% | +0.8% | -29.9% | -29.2% |
| 3M | -16.7% | -14.0% | -2.7% | -15.4% |
| 6M | -11.6% | -19.7% | +8.1% | -9.7% |
| YTD | -23.9% | -4.6% | -19.3% | -23.8% |
| 1Y | -34.8% | -14.3% | -20.4% | -34.0% |
| 3Y | +62.1% | +4.0% | +58.1% | +34.0% |
| All | +27.0% | -61.1% | +88.1% | +18.4% |
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