+388.8%
GH vs GME
+501.0%
-112.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.8% | -1.3% |
| 7D | -2.5% | +10.4% | -12.9% | -3.1% |
| 30D | -4.7% | +14.1% | -18.8% | -5.5% |
| 3M | +20.2% | -4.6% | +24.9% | +20.5% |
| 6M | +78.8% | -13.5% | +92.3% | +80.1% |
| YTD | +54.1% | +5.3% | +48.8% | +53.3% |
| 1Y | +177.1% | -14.9% | +192.0% | +178.7% |
| 3Y | +371.6% | +24.3% | +347.4% | +334.6% |
| 5Y | +21.9% | -55.6% | +77.5% | +14.9% |
| All | +388.8% | +501.0% | -112.2% | +274.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling