+279.6%
BSX vs GME
+1,066.0%
-786.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.8% |
| 7D | -6.4% | +0.4% | -6.9% | -6.5% |
| 30D | -8.8% | -1.4% | -7.4% | -8.7% |
| 3M | -7.6% | -15.1% | +7.5% | -7.0% |
| 6M | -37.0% | -22.5% | -14.5% | -36.3% |
| YTD | -52.8% | -5.9% | -46.9% | -52.8% |
| 1Y | -58.4% | -18.6% | -39.8% | -58.2% |
| 3Y | -16.5% | +6.7% | -23.2% | -22.1% |
| 5Y | -1.2% | -62.0% | +60.8% | -6.2% |
| 10Y | +83.7% | +239.5% | -155.7% | -7.5% |
| All | +279.6% | +1,066.0% | -786.4% | +39.9% |
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 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