+101.5%
GME vs BUD
+48.5%
+53.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.5% | +1.5% |
| 7D | +5.8% | +1.3% | +4.5% | +5.4% |
| 30D | -3.7% | +10.0% | -13.7% | -6.1% |
| 3M | +33.6% | +1.6% | +32.0% | +32.7% |
| 6M | +5.4% | +6.5% | -1.1% | +3.4% |
| YTD | +27.4% | +34.8% | -7.4% | +16.4% |
| 1Y | +19.0% | +36.5% | -17.4% | +8.3% |
| 3Y | +101.5% | +49.0% | +52.5% | +85.4% |
| All | +101.5% | +48.5% | +53.0% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling