-10.2%
DOW vs GME
+644.2%
-654.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.7% |
| 7D | -2.4% | +6.0% | -8.4% | -2.5% |
| 30D | -4.1% | +8.3% | -12.4% | -4.3% |
| 3M | -12.4% | -9.1% | -3.4% | -12.2% |
| 6M | -10.6% | -16.3% | +5.7% | -10.2% |
| YTD | +31.1% | +1.5% | +29.5% | +30.9% |
| 1Y | +30.5% | -16.3% | +46.9% | +31.0% |
| 3Y | -34.4% | +15.1% | -49.5% | -36.8% |
| 5Y | -35.5% | -57.2% | +21.7% | -37.3% |
| All | -10.2% | +644.2% | -654.4% | -52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling