+468.7%
BTSG vs GME
+30.8%
+437.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.1% |
| 7D | +5.7% | +0.4% | +5.3% | +5.7% |
| 30D | +0.2% | -1.4% | +1.6% | +0.3% |
| 3M | +5.6% | -15.1% | +20.8% | +6.2% |
| 6M | +50.8% | -22.5% | +73.3% | +52.0% |
| YTD | +67.0% | -5.9% | +73.0% | +67.4% |
| 1Y | +145.5% | -18.6% | +164.2% | +147.1% |
| All | +468.7% | +30.8% | +437.9% | +437.0% |
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