+417.9%
GE vs GME
-55.8%
+473.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.3% | -8.1% | -3.0% |
| 7D | -1.2% | +4.8% | -6.1% | -1.4% |
| 30D | -11.3% | +5.9% | -17.1% | -11.4% |
| 3M | -1.4% | -10.7% | +9.3% | -1.1% |
| 6M | +1.2% | -19.8% | +21.0% | +1.8% |
| YTD | +5.9% | -0.9% | +6.9% | +5.8% |
| 1Y | +18.4% | -15.7% | +34.1% | +18.8% |
| 3Y | +271.0% | +12.3% | +258.7% | +244.6% |
| 5Y | +417.9% | -60.1% | +478.0% | +402.2% |
| All | +417.9% | -55.8% | +473.8% | +402.2% |
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 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