+93.8%
GD vs GME
-52.7%
+146.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.6% | -0.7% |
| 7D | -5.0% | +3.7% | -8.6% | -5.0% |
| 30D | +8.9% | +2.2% | +6.7% | +8.9% |
| 3M | -8.0% | +30.6% | -38.7% | -8.4% |
| 6M | +2.9% | -0.2% | +3.1% | +2.9% |
| YTD | +7.1% | +25.1% | -18.0% | +6.6% |
| 1Y | +5.9% | +17.7% | -11.7% | +5.5% |
| 3Y | +53.9% | +85.7% | -31.8% | +46.8% |
| All | +93.8% | -52.7% | +146.5% | +90.1% |
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