+24.3%
GME vs NYT
+56.2%
-31.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.3% | +3.6% |
| 7D | +10.4% | -0.6% | +11.0% | +10.5% |
| 30D | +14.1% | +4.6% | +9.5% | +12.7% |
| 3M | -4.6% | -9.6% | +4.9% | -2.8% |
| 6M | -13.5% | -14.0% | +0.5% | -10.8% |
| YTD | +5.3% | -2.8% | +8.2% | +4.4% |
| 1Y | -14.9% | +15.6% | -30.5% | -20.5% |
| 3Y | +24.3% | +56.3% | -32.0% | -5.7% |
| All | +24.3% | +56.2% | -31.9% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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