+73.3%
D vs GME
+79.6%
-6.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.4% | -1.5% |
| 7D | +3.0% | +3.7% | -0.7% | +3.0% |
| 30D | +11.5% | +2.2% | +9.3% | +11.5% |
| 3M | +3.7% | +30.6% | -26.9% | +3.6% |
| 6M | +13.5% | -0.2% | +13.7% | +13.5% |
| YTD | +20.7% | +25.1% | -4.4% | +20.5% |
| 1Y | +18.2% | +17.7% | +0.6% | +18.1% |
| 3Y | +73.3% | +85.7% | -12.4% | +70.0% |
| All | +73.3% | +79.6% | -6.2% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling