+643.2%
GEV vs GME
+44.8%
+598.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.2% |
| 7D | +8.1% | +0.4% | +7.7% | +8.1% |
| 30D | -1.9% | -1.4% | -0.5% | -1.9% |
| 3M | +4.1% | -15.1% | +19.2% | +4.6% |
| 6M | +23.2% | -22.5% | +45.7% | +24.1% |
| YTD | +48.9% | -5.9% | +54.8% | +49.1% |
| 1Y | +62.2% | -18.6% | +80.8% | +63.0% |
| All | +643.2% | +44.8% | +598.4% | +605.8% |
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