+1,254.8%
GD vs GME
+1,391.9%
-137.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.5% | -2.2% |
| 7D | -3.9% | +0.7% | -4.6% | -3.9% |
| 30D | +8.1% | -2.4% | +10.5% | +8.1% |
| 3M | -6.8% | +27.1% | -33.9% | -7.7% |
| 6M | +3.0% | -0.2% | +3.3% | +2.8% |
| YTD | +7.8% | +20.4% | -12.6% | +6.7% |
| 1Y | +5.8% | +9.8% | -4.0% | +5.1% |
| 3Y | +55.3% | +74.3% | -18.9% | +43.4% |
| 5Y | +96.7% | -54.7% | +151.3% | +87.1% |
| 10Y | +195.4% | +482.0% | -286.7% | +60.8% |
| All | +1,254.8% | +1,391.9% | -137.1% | +563.6% |
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