+208.1%
C vs GME
+79.6%
+128.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | +0.4% |
| 7D | -2.4% | +3.7% | -6.1% | -2.5% |
| 30D | -6.0% | +2.2% | -8.2% | -6.0% |
| 3M | -10.5% | +30.6% | -41.2% | -11.2% |
| 6M | -5.7% | -0.2% | -5.5% | -5.8% |
| YTD | +4.1% | +25.1% | -21.0% | +3.4% |
| 1Y | +20.5% | +17.7% | +2.8% | +19.8% |
| 3Y | +208.1% | +85.7% | +122.5% | +195.2% |
| All | +208.1% | +79.6% | +128.6% | +195.2% |
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