-3.5%
F vs GME
+17.4%
-20.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.9% |
| 7D | -0.2% | +4.8% | -5.0% | -0.3% |
| 30D | +0.9% | -4.3% | +5.2% | +0.8% |
| 3M | -11.3% | +35.3% | -46.7% | -11.8% |
| 6M | +2.0% | +4.7% | -2.7% | +2.6% |
| YTD | -3.2% | +26.6% | -29.8% | -4.0% |
| 1Y | -3.5% | +18.3% | -21.8% | -6.6% |
| All | -3.5% | +17.4% | -20.8% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling