+48.4%
D vs GME
+484.8%
-436.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.5% |
| 7D | -2.4% | +1.6% | -4.1% | -2.4% |
| 30D | +9.0% | -6.2% | +15.2% | +9.0% |
| 3M | +1.0% | +35.8% | -34.8% | +0.6% |
| 6M | +11.0% | +10.3% | +0.7% | +10.8% |
| YTD | +19.8% | +27.2% | -7.5% | +19.4% |
| 1Y | +16.0% | +19.1% | -3.2% | +15.7% |
| 3Y | +74.4% | +103.7% | -29.4% | +70.9% |
| 5Y | +13.5% | -50.0% | +63.5% | +12.0% |
| 10Y | +48.4% | +471.4% | -423.1% | +27.0% |
| All | +48.4% | +484.8% | -436.5% | +27.0% |
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