+276.4%
GME vs BB
-0.1%
+276.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.2% | +4.3% |
| 7D | +6.0% | -2.1% | +8.1% | +7.3% |
| 30D | +8.3% | -16.0% | +24.4% | +20.0% |
| 3M | -9.1% | -14.5% | +5.5% | -6.8% |
| 6M | -16.3% | +118.6% | -134.9% | -59.0% |
| YTD | +1.5% | +98.9% | -97.4% | -47.2% |
| 1Y | -16.3% | +99.5% | -115.8% | -58.3% |
| 3Y | +15.1% | +65.4% | -50.2% | -45.4% |
| 5Y | -57.2% | -27.6% | -29.5% | -64.4% |
| All | +276.4% | -0.1% | +276.6% | +316.8% |
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