+456.3%
GME vs BB
+24.8%
+431.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +2.2% |
| 7D | +6.0% | +9.0% | -3.0% | +0.1% |
| 30D | -5.9% | +7.7% | -13.6% | -12.4% |
| 3M | +38.2% | +4.0% | +34.2% | +28.3% |
| 6M | +14.5% | +46.6% | -32.1% | -25.0% |
| YTD | +27.6% | +140.6% | -113.0% | -43.6% |
| 1Y | +19.9% | +103.1% | -83.2% | -41.3% |
| 3Y | +104.3% | +150.5% | -46.2% | -27.9% |
| 5Y | -49.3% | -15.4% | -33.9% | -62.3% |
| All | +456.3% | +24.8% | +431.6% | +450.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling