+644.1%
GME vs BAH
+1,077.1%
-433.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +1.6% | -1.6% | +3.2% | +1.8% |
| 30D | -6.2% | +18.0% | -24.2% | -8.5% |
| 3M | +35.8% | +11.4% | +24.3% | +33.3% |
| 6M | +10.3% | +17.7% | -7.4% | +7.0% |
| YTD | +27.2% | +5.4% | +21.9% | +24.8% |
| 1Y | +19.1% | +2.8% | +16.4% | +17.1% |
| 3Y | +103.7% | -26.7% | +130.4% | +103.0% |
| 5Y | -50.0% | +8.1% | -58.0% | -54.9% |
| 10Y | +471.4% | +202.5% | +268.9% | +291.0% |
| All | +644.1% | +1,077.1% | -433.0% | +261.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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