+86.4%
F vs GME
+237.1%
-150.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -4.2% |
| 7D | +1.2% | +0.4% | +0.7% | +1.1% |
| 30D | +1.2% | -1.4% | +2.6% | +1.3% |
| 3M | -5.7% | -15.1% | +9.5% | -4.9% |
| 6M | +17.9% | -22.5% | +40.4% | +19.4% |
| YTD | +10.4% | -5.9% | +16.3% | +10.5% |
| 1Y | +25.3% | -18.6% | +44.0% | +26.3% |
| 3Y | +37.5% | +6.7% | +30.8% | +27.3% |
| 5Y | +46.5% | -62.0% | +108.5% | +39.1% |
| 10Y | +86.4% | +239.5% | -153.1% | +4.9% |
| All | +86.4% | +237.1% | -150.8% | +4.9% |
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