+147.5%
GE vs GME
+285.6%
-138.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.3% |
| 7D | -4.0% | +10.4% | -14.4% | -4.4% |
| 30D | -11.4% | +14.1% | -25.5% | -11.9% |
| 3M | -2.6% | -4.6% | +2.0% | -2.5% |
| 6M | -0.3% | -13.5% | +13.2% | +0.1% |
| YTD | +5.4% | +5.3% | 0.0% | +4.9% |
| 1Y | +15.5% | -14.9% | +30.4% | +15.9% |
| 3Y | +260.8% | +24.3% | +236.5% | +236.6% |
| 5Y | +421.6% | -55.6% | +477.2% | +395.7% |
| All | +147.5% | +285.6% | -138.1% | +25.2% |
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