+406.8%
GME vs BUD
+201.1%
+205.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | +7.2% | +0.3% | +6.9% | +7.1% |
| 30D | +0.8% | -5.7% | +6.5% | +2.8% |
| 3M | -14.0% | +3.1% | -17.1% | -15.0% |
| 6M | -19.7% | +7.9% | -27.6% | -22.2% |
| YTD | -4.6% | +27.3% | -31.9% | -13.1% |
| 1Y | -14.3% | +37.8% | -52.2% | -24.4% |
| 3Y | +4.0% | +49.8% | -45.8% | -12.2% |
| 5Y | -62.2% | +43.8% | -106.0% | -67.9% |
| 10Y | +241.4% | -22.6% | +264.0% | +229.1% |
| All | +406.8% | +201.1% | +205.7% | +194.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling