+463.5%
BTSG vs GME
+37.7%
+425.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.3% | -6.2% | -1.1% |
| 7D | +2.9% | +4.8% | -2.0% | +2.7% |
| 30D | +0.9% | +5.9% | -5.0% | +0.7% |
| 3M | +1.6% | -10.7% | +12.4% | +2.0% |
| 6M | +46.8% | -19.8% | +66.6% | +47.8% |
| YTD | +65.5% | -0.9% | +66.5% | +65.5% |
| 1Y | +136.2% | -15.7% | +151.9% | +137.4% |
| All | +463.5% | +37.7% | +425.8% | +431.1% |
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