+1,016.7%
GME vs BG
+920.5%
+96.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -2.5% |
| 7D | +0.4% | +2.4% | -1.9% | -0.2% |
| 30D | -1.4% | +15.0% | -16.4% | -4.8% |
| 3M | -15.1% | -0.7% | -14.5% | -15.4% |
| 6M | -22.5% | +7.5% | -30.0% | -24.5% |
| YTD | -5.9% | +41.6% | -47.5% | -14.5% |
| 1Y | -18.6% | +50.7% | -69.3% | -27.5% |
| 3Y | +6.7% | +20.3% | -13.6% | -1.6% |
| 5Y | -62.0% | +85.2% | -147.2% | -68.8% |
| 10Y | +239.5% | +160.6% | +78.8% | +131.4% |
| All | +1,016.7% | +920.5% | +96.1% | +403.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling