+130.7%
C vs GME
-62.8%
+193.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +3.6% | +7.2% | -3.6% | +3.2% |
| 30D | +0.1% | +0.8% | -0.7% | 0.0% |
| 3M | +2.4% | -14.0% | +16.4% | +3.1% |
| 6M | +24.9% | -19.7% | +44.7% | +26.1% |
| YTD | +19.8% | -4.6% | +24.4% | +19.8% |
| 1Y | +44.9% | -14.3% | +59.2% | +45.6% |
| 3Y | +263.0% | +4.0% | +259.0% | +232.5% |
| All | +130.7% | -62.8% | +193.5% | +120.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling