-15.8%
F vs GME
-52.7%
+36.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -1.1% |
| 7D | +1.6% | +3.7% | -2.1% | +1.2% |
| 30D | +2.6% | +2.2% | +0.4% | +2.4% |
| 3M | -8.8% | +30.6% | -39.4% | -11.1% |
| 6M | +4.6% | -0.2% | +4.8% | +4.2% |
| YTD | -1.9% | +25.1% | -27.0% | -4.4% |
| 1Y | -0.8% | +17.7% | -18.4% | -2.9% |
| 3Y | +43.5% | +85.7% | -42.2% | +11.7% |
| All | -15.8% | -52.7% | +36.9% | -21.6% |
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 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