+19.8%
GME vs BR
-5.0%
+24.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +6.0% | -6.0% | +12.0% | +8.2% |
| 30D | +8.3% | -0.9% | +9.2% | +8.5% |
| 3M | -9.1% | +16.4% | -25.4% | -14.7% |
| 6M | -16.3% | -8.2% | -8.1% | -13.2% |
| YTD | +1.5% | -23.2% | +24.8% | +15.0% |
| 1Y | -16.3% | -30.9% | +14.6% | +0.2% |
| All | +19.8% | -5.0% | +24.8% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling