-30.1%
GDDY vs GME
-15.8%
-14.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.2% |
| 7D | +3.7% | +7.2% | -3.5% | +3.5% |
| 30D | +10.4% | +0.8% | +9.6% | +10.4% |
| 3M | +19.4% | -14.0% | +33.4% | +19.9% |
| 6M | +14.3% | -19.7% | +34.0% | +14.4% |
| YTD | -18.4% | -4.6% | -13.8% | -18.7% |
| 1Y | -30.1% | -14.3% | -15.7% | -31.3% |
| All | -30.1% | -15.8% | -14.3% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling