+352.1%
GME vs USHY
+50.7%
+301.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.3% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | -1.4% | 0.0% | -1.4% | -1.4% |
| 3M | -15.1% | +1.2% | -16.3% | -17.6% |
| 6M | -22.5% | +2.6% | -25.1% | -27.2% |
| YTD | -5.9% | +2.4% | -8.4% | -11.2% |
| 1Y | -18.6% | +4.2% | -22.9% | -26.3% |
| 3Y | +6.7% | +28.0% | -21.4% | -40.1% |
| 5Y | -62.0% | +21.8% | -83.8% | -75.4% |
| All | +352.1% | +50.7% | +301.4% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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