-16.3%
GME vs BB
+101.1%
-117.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.2% | +2.7% |
| 7D | +6.0% | -2.1% | +8.1% | +6.1% |
| 30D | +8.3% | -16.0% | +24.4% | +9.5% |
| 3M | -9.1% | -14.5% | +5.5% | -8.2% |
| 6M | -16.3% | +118.6% | -134.9% | -26.9% |
| YTD | +1.5% | +98.9% | -97.4% | -10.2% |
| 1Y | -16.3% | +99.5% | -115.8% | -26.4% |
| All | -16.3% | +101.1% | -117.4% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling