+570.3%
GH vs GME
+106.8%
+463.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | +0.6% | +2.9% | -2.4% | +0.3% |
| 30D | -6.9% | -4.8% | -2.1% | -6.6% |
| 3M | -4.9% | +39.2% | -44.1% | -7.4% |
| 6M | +54.1% | +17.1% | +37.0% | +52.0% |
| YTD | +48.5% | +28.7% | +19.8% | +45.2% |
| 1Y | +61.2% | +23.3% | +37.8% | +57.9% |
| 3Y | +570.3% | +112.9% | +457.4% | +460.5% |
| All | +570.3% | +106.8% | +463.5% | +460.5% |
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 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