-21.0%
BSX vs GME
+14.2%
-35.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.5% | -6.7% | -4.2% |
| 7D | -8.2% | +6.0% | -14.2% | -8.3% |
| 30D | -15.8% | +8.3% | -24.1% | -15.9% |
| 3M | -10.8% | -9.1% | -1.8% | -10.8% |
| 6M | -38.4% | -16.3% | -22.1% | -38.3% |
| YTD | -54.8% | +1.5% | -56.3% | -54.8% |
| 1Y | -59.0% | -16.3% | -42.7% | -59.0% |
| All | -21.0% | +14.2% | -35.2% | -19.9% |
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