+228.4%
GE vs GME
+1,495.6%
-1,267.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | +2.7% | +2.9% | -0.3% | +2.5% |
| 30D | +8.1% | -4.8% | +12.9% | +8.4% |
| 3M | -7.9% | +39.2% | -47.1% | -10.0% |
| 6M | +12.9% | +17.1% | -4.2% | +11.4% |
| YTD | +8.2% | +28.7% | -20.6% | +5.8% |
| 1Y | +9.7% | +23.3% | -13.7% | +7.5% |
| 3Y | +266.1% | +112.9% | +153.2% | +211.6% |
| 5Y | +407.4% | -48.8% | +456.2% | +359.7% |
| 10Y | +150.3% | +478.2% | -327.8% | -5.4% |
| All | +228.4% | +1,495.6% | -1,267.2% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling