+33.1%
GDDY vs GME
+18.5%
+14.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -2.0% | +1.7% |
| 7D | -3.2% | +10.4% | -13.6% | -3.3% |
| 30D | +6.8% | +14.1% | -7.3% | +6.7% |
| 3M | +30.5% | -4.6% | +35.1% | +30.5% |
| 6M | +13.3% | -13.5% | +26.9% | +13.4% |
| YTD | -21.0% | +5.3% | -26.3% | -21.0% |
| 1Y | -34.0% | -14.9% | -19.1% | -34.0% |
| 3Y | +33.1% | +24.3% | +8.8% | +34.5% |
| All | +33.1% | +18.5% | +14.6% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling