+24.3%
GME vs BRKR
-11.8%
+36.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +4.0% | +3.8% |
| 7D | +10.4% | -8.7% | +19.1% | +11.5% |
| 30D | +14.1% | -9.9% | +23.9% | +15.4% |
| 3M | -4.6% | -3.1% | -1.6% | -5.4% |
| 6M | -13.5% | +45.5% | -59.0% | -19.9% |
| YTD | +5.3% | +13.7% | -8.4% | +0.9% |
| 1Y | -14.9% | +67.4% | -82.3% | -23.6% |
| 3Y | +24.3% | -13.2% | +37.5% | +5.5% |
| All | +24.3% | -11.8% | +36.0% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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