+53.9%
F vs GME
-62.8%
+116.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.5% |
| 7D | +5.3% | +7.2% | -1.9% | +4.7% |
| 30D | +4.6% | +0.8% | +3.8% | +4.5% |
| 3M | -3.7% | -14.0% | +10.3% | -2.5% |
| 6M | +16.8% | -19.7% | +36.6% | +18.8% |
| YTD | +15.3% | -4.6% | +19.9% | +15.2% |
| 1Y | +31.0% | -14.3% | +45.4% | +32.0% |
| 3Y | +45.4% | +4.0% | +41.4% | +21.4% |
| All | +53.9% | -62.8% | +116.8% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling