+290.5%
GME vs BR
+189.7%
+100.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | +10.4% | -3.0% | +13.4% | +11.5% |
| 30D | +14.1% | -0.3% | +14.4% | +14.0% |
| 3M | -4.6% | +17.3% | -21.9% | -10.5% |
| 6M | -13.5% | -6.7% | -6.8% | -12.2% |
| YTD | +5.3% | -23.4% | +28.8% | +14.8% |
| 1Y | -14.9% | -32.7% | +17.8% | -2.9% |
| 3Y | +24.3% | -5.9% | +30.2% | +24.0% |
| 5Y | -55.6% | +8.4% | -64.0% | -58.9% |
| All | +290.5% | +189.7% | +100.8% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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