+102.5%
GD vs GME
-49.7%
+152.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.5% |
| 7D | -1.9% | +4.8% | -6.7% | -2.0% |
| 30D | +10.9% | -4.3% | +15.2% | +11.0% |
| 3M | -6.8% | +35.3% | -42.1% | -7.2% |
| 6M | +7.0% | +4.7% | +2.3% | +6.9% |
| YTD | +11.1% | +26.6% | -15.5% | +10.6% |
| 1Y | +7.0% | +18.3% | -11.3% | +6.6% |
| 3Y | +59.9% | +102.8% | -42.9% | +52.0% |
| 5Y | +102.5% | -48.9% | +151.4% | +97.9% |
| All | +102.5% | -49.7% | +152.1% | +97.9% |
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 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