+7.0%
GD vs GME
+17.4%
-10.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.5% |
| 7D | -1.9% | +4.8% | -6.7% | -1.7% |
| 30D | +10.9% | -4.3% | +15.2% | +10.7% |
| 3M | -6.8% | +35.3% | -42.1% | -6.1% |
| 6M | +7.0% | +4.7% | +2.3% | +7.6% |
| YTD | +11.1% | +26.6% | -15.5% | +11.2% |
| 1Y | +7.0% | +18.3% | -11.3% | +5.3% |
| All | +7.0% | +17.4% | -10.3% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling