-60.1%
GME vs BB
-25.5%
-34.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.5% | +6.8% | +6.0% |
| 7D | +4.8% | +1.8% | +3.0% | +3.8% |
| 30D | +5.9% | -12.2% | +18.1% | +12.0% |
| 3M | -10.7% | -12.3% | +1.6% | -9.8% |
| 6M | -19.8% | +122.7% | -142.5% | -54.7% |
| YTD | -0.9% | +104.5% | -105.4% | -41.5% |
| 1Y | -15.7% | +106.7% | -122.4% | -52.1% |
| 3Y | +12.3% | +70.0% | -57.6% | -37.7% |
| 5Y | -60.1% | -27.8% | -32.3% | -63.0% |
| All | -60.1% | -25.5% | -34.6% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling