+1,259.7%
GD vs GME
+1,082.6%
+177.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | -5.3% | +7.2% | -12.5% | -5.5% |
| 30D | -6.4% | +0.8% | -7.2% | -6.5% |
| 3M | +5.7% | -14.0% | +19.7% | +6.2% |
| 6M | -0.9% | -19.7% | +18.8% | -0.3% |
| YTD | +8.2% | -4.6% | +12.7% | +8.1% |
| 1Y | +13.4% | -14.3% | +27.8% | +13.8% |
| 3Y | +68.5% | +4.0% | +64.5% | +59.0% |
| 5Y | +97.2% | -62.2% | +159.4% | +88.7% |
| 10Y | +190.2% | +241.4% | -51.2% | +66.4% |
| All | +1,259.7% | +1,082.6% | +177.1% | +572.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling