-42.5%
C vs GME
+1,082.6%
-1,125.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +3.6% | +7.2% | -3.6% | +2.9% |
| 30D | +0.1% | +0.8% | -0.7% | 0.0% |
| 3M | +2.4% | -14.0% | +16.4% | +3.8% |
| 6M | +24.9% | -19.7% | +44.7% | +27.2% |
| YTD | +19.8% | -4.6% | +24.4% | +19.8% |
| 1Y | +44.9% | -14.3% | +59.2% | +46.1% |
| 3Y | +263.0% | +4.0% | +259.0% | +212.7% |
| 5Y | +129.5% | -62.2% | +191.7% | +105.4% |
| 10Y | +291.6% | +241.4% | +50.2% | -6.2% |
| All | -42.5% | +1,082.6% | -1,125.2% | -90.9% |
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