+90.3%
F vs GME
+1,481.4%
-1,391.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.1% | -2.9% |
| 7D | -3.9% | +6.0% | -9.9% | -4.4% |
| 30D | -0.5% | -5.9% | +5.4% | +0.1% |
| 3M | -12.9% | +38.2% | -51.1% | -15.7% |
| 6M | +1.5% | +14.5% | -13.0% | -0.2% |
| YTD | -5.0% | +27.6% | -32.6% | -7.9% |
| 1Y | -7.3% | +19.9% | -27.3% | -9.7% |
| 3Y | +45.3% | +104.3% | -59.1% | +17.8% |
| 5Y | -15.8% | -49.3% | +33.5% | -25.4% |
| 10Y | +64.2% | +473.0% | -408.8% | -51.9% |
| All | +90.3% | +1,481.4% | -1,391.1% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling