+419.6%
GE vs GME
-49.1%
+468.7%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | +5.4% | +4.8% | +0.6% | +5.2% |
| 30D | +9.6% | -4.3% | +13.9% | +9.8% |
| 3M | -7.7% | +35.3% | -43.0% | -8.6% |
| 6M | +14.0% | +4.7% | +9.3% | +13.8% |
| YTD | +10.2% | +26.6% | -16.5% | +9.1% |
| 1Y | +8.9% | +18.3% | -9.4% | +8.1% |
| 3Y | +273.7% | +102.8% | +170.9% | +234.7% |
| All | +419.6% | -49.1% | +468.7% | +400.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling