+238.7%
GM vs GME
+447.4%
-208.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.2% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | -1.8% | -1.4% | -0.4% | -1.8% |
| 3M | +2.6% | -15.1% | +17.8% | +3.6% |
| 6M | +14.6% | -22.5% | +37.0% | +16.1% |
| YTD | +6.2% | -5.9% | +12.1% | +6.3% |
| 1Y | +48.7% | -18.6% | +67.3% | +49.9% |
| 3Y | +168.3% | +6.7% | +161.7% | +145.6% |
| 5Y | +82.8% | -62.0% | +144.8% | +72.3% |
| 10Y | +226.2% | +239.5% | -13.3% | +53.1% |
| All | +238.7% | +447.4% | -208.7% | +17.8% |
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 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