+519.6%
D vs GME
+1,082.6%
-563.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | +1.5% | +7.2% | -5.8% | +1.3% |
| 30D | -2.6% | +0.8% | -3.4% | -2.6% |
| 3M | 0.0% | -14.0% | +14.0% | +0.4% |
| 6M | +7.4% | -19.7% | +27.1% | +7.9% |
| YTD | +15.9% | -4.6% | +20.4% | +15.8% |
| 1Y | +18.1% | -14.3% | +32.5% | +18.4% |
| 3Y | +58.4% | +4.0% | +54.4% | +52.3% |
| 5Y | +5.2% | -62.2% | +67.4% | +2.1% |
| 10Y | +35.9% | +241.4% | -205.5% | -6.4% |
| All | +519.6% | +1,082.6% | -563.0% | +250.4% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling