+48.3%
D vs GME
+483.4%
-435.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | +2.4% | +4.8% | -2.4% | +2.3% |
| 30D | +10.9% | -4.3% | +15.2% | +11.0% |
| 3M | +2.8% | +35.3% | -32.5% | +2.5% |
| 6M | +12.7% | +4.7% | +8.0% | +12.6% |
| YTD | +20.3% | +26.6% | -6.3% | +20.0% |
| 1Y | +17.1% | +18.3% | -1.2% | +16.8% |
| 3Y | +75.1% | +102.8% | -27.6% | +71.7% |
| 5Y | +13.1% | -48.9% | +62.1% | +11.6% |
| 10Y | +48.3% | +480.5% | -432.2% | +27.6% |
| All | +48.3% | +483.4% | -435.1% | +27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling