-58.4%
GME vs BR
+8.0%
-66.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.9% |
| 7D | +10.4% | -3.0% | +13.4% | +12.2% |
| 30D | +14.1% | -0.3% | +14.4% | +13.9% |
| 3M | -4.6% | +17.3% | -21.9% | -14.3% |
| 6M | -13.5% | -6.7% | -6.8% | -10.9% |
| YTD | +5.3% | -23.4% | +28.8% | +23.3% |
| 1Y | -14.9% | -32.7% | +17.8% | +8.7% |
| 3Y | +24.3% | -5.9% | +30.2% | +17.3% |
| All | -58.4% | +8.0% | -66.4% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling