+606.9%
GEV vs GME
+56.2%
+550.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.4% | -2.9% |
| 7D | -1.9% | +6.0% | -7.9% | -2.1% |
| 30D | -8.7% | +8.3% | -17.0% | -8.9% |
| 3M | +6.6% | -9.1% | +15.7% | +6.9% |
| 6M | +10.2% | -16.3% | +26.5% | +10.7% |
| YTD | +41.6% | +1.5% | +40.1% | +41.4% |
| 1Y | +43.9% | -16.3% | +60.2% | +44.4% |
| All | +606.9% | +56.2% | +550.7% | +569.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling