-35.9%
DOW vs GME
-55.8%
+19.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.3% | -5.9% | -0.9% |
| 7D | -6.0% | +4.8% | -10.9% | -6.3% |
| 30D | -2.7% | +5.9% | -8.6% | -3.1% |
| 3M | -10.5% | -10.7% | +0.3% | -10.0% |
| 6M | -12.4% | -19.8% | +7.4% | -11.6% |
| YTD | +30.0% | -0.9% | +31.0% | +29.8% |
| 1Y | +27.8% | -15.7% | +43.5% | +28.6% |
| 3Y | -34.9% | +12.3% | -47.2% | -39.8% |
| 5Y | -35.9% | -60.1% | +24.2% | -36.8% |
| All | -35.9% | -55.8% | +19.9% | -36.8% |
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