+207.2%
C vs GME
+470.0%
-262.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +4.7% | +6.0% | -1.3% | +4.5% |
| 30D | +0.2% | -5.9% | +6.0% | +0.4% |
| 3M | -9.3% | +38.2% | -47.5% | -10.7% |
| 6M | -0.8% | +14.5% | -15.4% | -1.6% |
| YTD | +8.5% | +27.6% | -19.1% | +7.0% |
| 1Y | +23.1% | +19.9% | +3.1% | +21.7% |
| 3Y | +220.8% | +104.3% | +116.5% | +192.3% |
| 5Y | +112.4% | -49.3% | +161.7% | +100.5% |
| All | +207.2% | +470.0% | -262.8% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling