+45.6%
C vs GME
-16.6%
+62.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +3.2% | +0.4% | +2.7% | +3.1% |
| 30D | +1.3% | -1.4% | +2.7% | +1.4% |
| 3M | +3.1% | -15.1% | +18.3% | +4.5% |
| 6M | +29.6% | -22.5% | +52.1% | +32.1% |
| YTD | +19.0% | -5.9% | +24.9% | +17.6% |
| 1Y | +45.6% | -18.6% | +64.3% | +45.5% |
| All | +45.6% | -16.6% | +62.3% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling