+1,105.3%
GME vs NYT
+106.4%
+998.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.5% |
| 7D | +6.0% | -0.7% | +6.8% | +6.2% |
| 30D | +8.3% | +4.5% | +3.9% | +6.6% |
| 3M | -9.1% | -8.5% | -0.5% | -7.0% |
| 6M | -16.3% | -15.1% | -1.3% | -12.6% |
| YTD | +1.5% | -3.3% | +4.8% | +1.2% |
| 1Y | -16.3% | +17.0% | -33.3% | -22.3% |
| 3Y | +15.1% | +55.7% | -40.5% | -4.6% |
| 5Y | -57.2% | +38.9% | -96.0% | -63.5% |
| 10Y | +274.5% | +485.3% | -210.8% | +111.2% |
| All | +1,105.3% | +106.4% | +998.9% | +726.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling