+545.6%
D vs GME
+1,450.5%
-904.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.4% | -1.6% |
| 7D | +3.0% | +3.7% | -0.7% | +2.9% |
| 30D | +11.5% | +2.2% | +9.3% | +11.4% |
| 3M | +3.7% | +30.6% | -26.9% | +2.9% |
| 6M | +13.5% | -0.2% | +13.7% | +13.4% |
| YTD | +20.7% | +25.1% | -4.4% | +19.8% |
| 1Y | +18.2% | +17.7% | +0.6% | +17.5% |
| 3Y | +73.3% | +85.7% | -12.4% | +63.9% |
| 5Y | +12.3% | -52.9% | +65.1% | +8.3% |
| 10Y | +43.4% | +504.9% | -461.5% | -5.1% |
| All | +545.6% | +1,450.5% | -904.9% | +262.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling