+97.2%
GD vs GME
-62.8%
+160.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | -5.3% | +7.2% | -12.5% | -5.4% |
| 30D | -6.4% | +0.8% | -7.2% | -6.4% |
| 3M | +5.7% | -14.0% | +19.7% | +5.9% |
| 6M | -0.9% | -19.7% | +18.8% | -0.7% |
| YTD | +8.2% | -4.6% | +12.7% | +8.1% |
| 1Y | +13.4% | -14.3% | +27.8% | +13.6% |
| 3Y | +68.5% | +4.0% | +64.5% | +63.7% |
| All | +97.2% | -62.8% | +160.1% | +95.5% |
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