+151.2%
GEN vs GME
+470.0%
-318.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.1% |
| 7D | -3.0% | +6.0% | -9.0% | -3.1% |
| 30D | +24.7% | -5.9% | +30.6% | +24.9% |
| 3M | +4.1% | +38.2% | -34.1% | +3.3% |
| 6M | +36.0% | +14.5% | +21.5% | +35.5% |
| YTD | +10.9% | +27.6% | -16.7% | +10.2% |
| 1Y | +12.2% | +19.9% | -7.8% | +11.6% |
| 3Y | +63.3% | +104.3% | -41.0% | +57.0% |
| 5Y | +29.0% | -49.3% | +78.3% | +25.7% |
| All | +151.2% | +470.0% | -318.7% | +105.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling