+836.4%
GEN vs GME
+1,495.6%
-659.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.3% |
| 7D | +2.0% | +2.9% | -0.9% | +1.9% |
| 30D | +27.7% | -4.8% | +32.5% | +28.1% |
| 3M | +3.3% | +39.2% | -35.9% | +1.2% |
| 6M | +31.8% | +17.1% | +14.7% | +30.4% |
| YTD | +13.5% | +28.7% | -15.2% | +11.5% |
| 1Y | +16.0% | +23.3% | -7.3% | +14.3% |
| 3Y | +70.6% | +112.9% | -42.4% | +50.5% |
| 5Y | +32.1% | -48.8% | +81.0% | +22.3% |
| 10Y | +153.4% | +478.2% | -324.7% | +12.2% |
| All | +836.4% | +1,495.6% | -659.2% | +169.2% |
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