+265.3%
GME vs BUD
-24.2%
+289.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.2% | +7.5% | +6.0% |
| 7D | +4.8% | -1.3% | +6.2% | +5.3% |
| 30D | +5.9% | -6.1% | +12.0% | +8.1% |
| 3M | -10.7% | -3.8% | -7.0% | -9.7% |
| 6M | -19.8% | +8.2% | -28.0% | -22.3% |
| YTD | -0.9% | +23.6% | -24.5% | -8.7% |
| 1Y | -15.7% | +33.4% | -49.1% | -24.5% |
| 3Y | +12.3% | +45.3% | -33.0% | -3.9% |
| 5Y | -60.1% | +44.3% | -104.3% | -66.1% |
| 10Y | +265.3% | -22.8% | +288.1% | +219.4% |
| All | +265.3% | -24.2% | +289.5% | +219.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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