+18.0%
GME vs BOXX
+18.5%
-0.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +10.4% | +0.1% | +10.3% | +10.4% |
| 30D | +14.1% | +0.3% | +13.8% | +13.9% |
| 3M | -4.6% | +1.0% | -5.7% | -5.0% |
| 6M | -13.5% | +1.9% | -15.5% | -14.3% |
| YTD | +5.3% | +2.7% | +2.6% | +4.6% |
| 1Y | -14.9% | +4.0% | -18.9% | -14.8% |
| 3Y | +24.3% | +14.7% | +9.6% | +113.8% |
| All | +18.0% | +18.5% | -0.4% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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