+81.0%
F vs GME
+520.4%
-439.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.2% | +0.5% |
| 7D | -0.6% | +5.8% | -6.4% | -0.9% |
| 30D | +2.9% | -3.7% | +6.5% | +3.1% |
| 3M | -9.5% | +33.6% | -43.0% | -11.0% |
| 6M | +4.0% | +5.4% | -1.4% | +3.5% |
| YTD | -1.3% | +27.4% | -28.7% | -2.9% |
| 1Y | -1.9% | +19.0% | -21.0% | -3.3% |
| 3Y | +53.5% | +101.5% | -48.0% | +37.2% |
| 5Y | -15.1% | -50.5% | +35.3% | -20.7% |
| 10Y | +81.0% | +493.3% | -412.4% | -4.8% |
| All | +81.0% | +520.4% | -439.4% | -4.8% |
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 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