+7.8%
D vs GME
-62.8%
+70.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | +1.5% | +7.2% | -5.8% | +1.4% |
| 30D | -2.6% | +0.8% | -3.4% | -2.6% |
| 3M | 0.0% | -14.0% | +14.0% | +0.2% |
| 6M | +7.4% | -19.7% | +27.1% | +7.6% |
| YTD | +15.9% | -4.6% | +20.4% | +15.8% |
| 1Y | +18.1% | -14.3% | +32.5% | +18.2% |
| 3Y | +58.4% | +4.0% | +54.4% | +54.8% |
| All | +7.8% | -62.8% | +70.6% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling