+1,032.6%
GME vs BB
+89.3%
+943.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +7.2% | -5.6% | +12.9% | +9.5% |
| 30D | +0.8% | -11.8% | +12.6% | +5.2% |
| 3M | -14.0% | -25.5% | +11.6% | -7.2% |
| 6M | -19.7% | +121.3% | -141.0% | -45.6% |
| YTD | -4.6% | +103.2% | -107.7% | -33.2% |
| 1Y | -14.3% | +102.6% | -117.0% | -41.0% |
| 3Y | +4.0% | +37.5% | -33.5% | -21.9% |
| 5Y | -62.2% | -30.4% | -31.8% | -63.4% |
| 10Y | +241.4% | 0.0% | +241.4% | +265.4% |
| All | +1,032.6% | +89.3% | +943.3% | +860.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling