-58.4%
GME vs NYT
+38.8%
-97.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.3% | +3.5% |
| 7D | +10.4% | -0.6% | +11.0% | +10.6% |
| 30D | +14.1% | +4.6% | +9.5% | +11.6% |
| 3M | -4.6% | -9.6% | +4.9% | -1.3% |
| 6M | -13.5% | -14.0% | +0.5% | -8.9% |
| YTD | +5.3% | -2.8% | +8.2% | +3.7% |
| 1Y | -14.9% | +15.6% | -30.5% | -24.0% |
| 3Y | +24.3% | +56.3% | -32.0% | -11.4% |
| All | -58.4% | +38.8% | -97.2% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling