+542.2%
D vs GME
+1,479.5%
-937.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | +0.8% | +5.8% | -5.0% | +0.6% |
| 30D | +10.7% | -3.7% | +14.4% | +10.8% |
| 3M | +2.3% | +33.6% | -31.3% | +1.4% |
| 6M | +12.5% | +5.4% | +7.1% | +12.2% |
| YTD | +20.1% | +27.4% | -7.3% | +19.1% |
| 1Y | +15.6% | +19.0% | -3.5% | +14.8% |
| 3Y | +75.2% | +101.5% | -26.3% | +65.3% |
| 5Y | +14.6% | -50.5% | +65.0% | +10.4% |
| 10Y | +43.8% | +493.3% | -449.6% | -4.5% |
| All | +542.2% | +1,479.5% | -937.3% | +260.2% |
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