+401.3%
GH vs GME
+444.5%
-43.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -0.1% | +7.2% | -7.3% | -0.5% |
| 30D | -1.1% | +0.8% | -1.9% | -1.1% |
| 3M | +21.3% | -14.0% | +35.3% | +22.4% |
| 6M | +73.5% | -19.7% | +93.3% | +75.6% |
| YTD | +58.0% | -4.6% | +62.6% | +58.2% |
| 1Y | +163.1% | -14.3% | +177.4% | +164.5% |
| 3Y | +361.0% | +4.0% | +357.0% | +329.4% |
| 5Y | +22.5% | -62.2% | +84.7% | +16.3% |
| All | +401.3% | +444.5% | -43.2% | +286.5% |
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 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