+387.8%
GH vs GME
+11.4%
+376.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.3% | -4.2% | +0.7% |
| 7D | -0.2% | +4.8% | -5.0% | -0.6% |
| 30D | -2.6% | +5.9% | -8.5% | -3.1% |
| 3M | +25.1% | -10.7% | +35.8% | +26.2% |
| 6M | +78.5% | -19.8% | +98.3% | +81.3% |
| YTD | +59.4% | -0.9% | +60.3% | +59.1% |
| 1Y | +173.9% | -15.7% | +189.5% | +176.2% |
| All | +387.8% | +11.4% | +376.4% | +322.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling