+7.7%
GEHC vs GME
-1.7%
+9.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.5% |
| 7D | -7.9% | +6.0% | -13.9% | -8.0% |
| 30D | -11.7% | +8.3% | -20.0% | -11.8% |
| 3M | +0.8% | -9.1% | +9.9% | +1.0% |
| 6M | -11.6% | -16.3% | +4.8% | -11.3% |
| YTD | -21.6% | +1.5% | -23.1% | -21.6% |
| 1Y | -15.3% | -16.3% | +1.0% | -15.1% |
| 3Y | -0.5% | +15.1% | -15.6% | -3.7% |
| All | +7.7% | -1.7% | +9.4% | +4.4% |
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 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