+170.6%
GD vs GME
+484.8%
-314.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.1% |
| 7D | +0.6% | +1.6% | -1.0% | +0.6% |
| 30D | +9.5% | -6.2% | +15.6% | +9.6% |
| 3M | -5.8% | +35.8% | -41.6% | -6.3% |
| 6M | +7.7% | +10.3% | -2.5% | +7.5% |
| YTD | +11.1% | +27.2% | -16.2% | +10.5% |
| 1Y | +6.1% | +19.1% | -13.0% | +5.7% |
| 3Y | +59.8% | +103.7% | -43.9% | +54.3% |
| 5Y | +104.6% | -50.0% | +154.6% | +100.2% |
| 10Y | +170.6% | +471.4% | -300.9% | +91.9% |
| All | +170.6% | +484.8% | -314.3% | +91.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling