+16.9%
GME vs BB
+66.7%
-49.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.5% | +6.8% | +5.9% |
| 7D | +4.8% | +1.8% | +3.0% | +4.1% |
| 30D | +5.9% | -12.2% | +18.1% | +10.7% |
| 3M | -10.7% | -12.3% | +1.6% | -9.8% |
| 6M | -19.8% | +122.7% | -142.5% | -50.6% |
| YTD | -0.9% | +104.5% | -105.4% | -36.5% |
| 1Y | -15.7% | +106.7% | -122.4% | -47.8% |
| All | +16.9% | +66.7% | -49.8% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling