+844.1%
GEN vs GME
+1,082.6%
-238.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -1.2% | +7.2% | -8.4% | -1.6% |
| 30D | +10.1% | +0.8% | +9.4% | +10.1% |
| 3M | +16.1% | -14.0% | +30.0% | +17.0% |
| 6M | +38.9% | -19.7% | +58.6% | +40.4% |
| YTD | +14.4% | -4.6% | +19.0% | +14.5% |
| 1Y | +5.9% | -14.3% | +20.2% | +6.5% |
| 3Y | +58.8% | +4.0% | +54.8% | +46.4% |
| 5Y | +24.7% | -62.2% | +86.9% | +17.4% |
| 10Y | +163.1% | +241.4% | -78.3% | +24.8% |
| All | +844.1% | +1,082.6% | -238.5% | +176.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling