+58.1%
GEN vs GME
+4.1%
+54.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.7% |
| 7D | -0.7% | +0.4% | -1.1% | -0.7% |
| 30D | +2.6% | -1.4% | +4.1% | +2.7% |
| 3M | +15.8% | -15.1% | +30.9% | +16.4% |
| 6M | +33.1% | -22.5% | +55.6% | +34.1% |
| YTD | +11.3% | -5.9% | +17.2% | +11.5% |
| 1Y | +1.7% | -18.6% | +20.3% | +2.2% |
| 3Y | +58.1% | +6.7% | +51.5% | +55.7% |
| All | +58.1% | +4.1% | +54.1% | +55.7% |
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