+112.9%
GME vs USFR
+14.4%
+98.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +1.1% |
| 7D | +2.9% | +0.1% | +2.8% | +3.5% |
| 30D | -4.8% | +0.4% | -5.1% | -1.8% |
| 3M | +39.2% | +1.1% | +38.1% | +52.2% |
| 6M | +17.1% | +2.0% | +15.0% | +39.5% |
| YTD | +28.7% | +3.5% | +25.3% | +78.1% |
| 1Y | +23.3% | +4.1% | +19.2% | +82.0% |
| 3Y | +112.9% | +14.4% | +98.6% | +5,391.1% |
| All | +112.9% | +14.4% | +98.6% | +5,391.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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