+25.3%
F vs GME
-16.6%
+42.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -4.2% |
| 7D | +1.2% | +0.4% | +0.7% | +1.2% |
| 30D | +1.2% | -1.4% | +2.6% | +1.2% |
| 3M | -5.7% | -15.1% | +9.5% | -5.7% |
| 6M | +17.9% | -22.5% | +40.4% | +18.8% |
| YTD | +10.4% | -5.9% | +16.3% | +10.8% |
| 1Y | +25.3% | -18.6% | +44.0% | +25.9% |
| All | +25.3% | -16.6% | +42.0% | +25.9% |
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 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