-1.7%
GEHC vs GME
+11.4%
-13.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.3% | -7.7% | -2.5% |
| 7D | -7.6% | +4.8% | -12.5% | -7.7% |
| 30D | -10.7% | +5.9% | -16.5% | -10.7% |
| 3M | -1.2% | -10.7% | +9.5% | -1.1% |
| 6M | -13.7% | -19.8% | +6.1% | -13.5% |
| YTD | -20.4% | -0.9% | -19.5% | -20.4% |
| 1Y | -17.0% | -15.7% | -1.4% | -16.9% |
| All | -1.7% | +11.4% | -13.1% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling