+24.4%
GH vs GME
-56.3%
+80.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.8% | -1.7% |
| 7D | -2.5% | +10.4% | -12.9% | -4.1% |
| 30D | -4.7% | +14.1% | -18.8% | -6.8% |
| 3M | +20.2% | -4.6% | +24.9% | +21.0% |
| 6M | +78.8% | -13.5% | +92.3% | +82.2% |
| YTD | +54.1% | +5.3% | +48.8% | +51.7% |
| 1Y | +177.1% | -14.9% | +192.0% | +181.2% |
| 3Y | +371.6% | +24.3% | +347.4% | +228.1% |
| All | +24.4% | -56.3% | +80.8% | -2.2% |
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