+71.9%
GEN vs GME
+104.4%
-32.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.1% |
| 7D | -0.8% | +1.6% | -2.4% | -0.9% |
| 30D | +31.2% | -6.2% | +37.4% | +31.5% |
| 3M | +6.1% | +35.8% | -29.7% | +5.1% |
| 6M | +38.1% | +10.3% | +27.9% | +37.6% |
| YTD | +14.4% | +27.2% | -12.8% | +13.5% |
| 1Y | +15.1% | +19.1% | -4.0% | +14.4% |
| All | +71.9% | +104.4% | -32.5% | +64.6% |
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 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