+290.5%
GME vs BG
+166.7%
+123.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.5% | +4.0% |
| 7D | +10.4% | +3.1% | +7.3% | +9.8% |
| 30D | +14.1% | +10.2% | +3.8% | +12.3% |
| 3M | -4.6% | -1.7% | -3.0% | -4.6% |
| 6M | -13.5% | +1.0% | -14.5% | -14.1% |
| YTD | +5.3% | +39.9% | -34.6% | -0.8% |
| 1Y | -14.9% | +53.2% | -68.1% | -21.2% |
| 3Y | +24.3% | +16.3% | +8.0% | +19.1% |
| 5Y | -55.6% | +83.9% | -139.4% | -60.4% |
| All | +290.5% | +166.7% | +123.8% | +218.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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