+29.2%
DOW vs GME
-15.8%
+45.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -3.0% |
| 7D | -2.4% | +7.2% | -9.6% | -3.7% |
| 30D | +0.4% | +0.8% | -0.4% | +0.2% |
| 3M | -14.4% | -14.0% | -0.4% | -12.1% |
| 6M | -7.0% | -19.7% | +12.8% | -3.9% |
| YTD | +30.2% | -4.6% | +34.8% | +24.9% |
| 1Y | +29.2% | -14.3% | +43.6% | +28.0% |
| All | +29.2% | -15.8% | +45.0% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling