+20.9%
GNRC vs GME
+15.0%
+5.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +3.6% | -13.1% | -9.3% |
| 7D | -6.0% | +7.8% | -13.7% | -5.6% |
| 30D | -12.0% | -0.4% | -11.6% | -11.8% |
| 3M | -13.4% | +30.9% | -44.3% | -11.8% |
| 6M | -26.4% | +5.5% | -31.8% | -25.5% |
| YTD | +38.8% | +25.2% | +13.6% | +32.5% |
| 1Y | +20.9% | +14.4% | +6.5% | +15.1% |
| All | +20.9% | +15.0% | +5.9% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling