+151.2%
GE vs GME
+470.0%
-318.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.7% | -3.5% |
| 7D | +5.1% | +6.0% | -0.9% | +4.9% |
| 30D | +7.6% | -5.9% | +13.4% | +7.8% |
| 3M | -9.3% | +38.2% | -47.5% | -10.5% |
| 6M | +11.5% | +14.5% | -3.0% | +10.8% |
| YTD | +7.9% | +27.6% | -19.7% | +6.5% |
| 1Y | +7.6% | +19.9% | -12.3% | +6.5% |
| 3Y | +265.9% | +104.3% | +161.5% | +233.9% |
| 5Y | +405.9% | -49.3% | +455.2% | +378.7% |
| All | +151.2% | +470.0% | -318.7% | +24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling