+74.3%
F vs GME
+483.4%
-409.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | +1.0% | +4.8% | -3.8% | +0.7% |
| 30D | +2.1% | -4.3% | +6.4% | +2.3% |
| 3M | -10.3% | +35.3% | -45.6% | -11.8% |
| 6M | +3.3% | +4.7% | -1.5% | +2.8% |
| YTD | -2.0% | +26.6% | -28.6% | -3.6% |
| 1Y | -2.3% | +18.3% | -20.6% | -3.6% |
| 3Y | +49.9% | +102.8% | -52.9% | +33.9% |
| 5Y | -12.5% | -48.9% | +36.5% | -18.2% |
| 10Y | +74.3% | +480.5% | -406.2% | -7.9% |
| All | +74.3% | +483.4% | -409.2% | -7.9% |
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