+39.4%
GM vs GME
+15.0%
+24.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +4.5% |
| 7D | +12.1% | +7.8% | +4.3% | +11.8% |
| 30D | +15.2% | -0.4% | +15.6% | +15.1% |
| 3M | +4.9% | +30.9% | -26.0% | +2.7% |
| 6M | +22.6% | +5.5% | +17.2% | +22.1% |
| YTD | +14.4% | +25.2% | -10.8% | +12.8% |
| 1Y | +39.4% | +14.4% | +25.0% | +34.8% |
| All | +39.4% | +15.0% | +24.5% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling