+46.0%
F vs GME
+3.8%
+42.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.5% |
| 7D | +5.3% | +7.2% | -1.9% | +5.0% |
| 30D | +4.6% | +0.8% | +3.8% | +4.6% |
| 3M | -3.7% | -14.0% | +10.3% | -3.1% |
| 6M | +16.8% | -19.7% | +36.6% | +17.7% |
| YTD | +15.3% | -4.6% | +19.9% | +15.3% |
| 1Y | +31.0% | -14.3% | +45.4% | +31.4% |
| All | +46.0% | +3.8% | +42.2% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling