-57.4%
GNRC vs GME
-56.3%
-1.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | +2.4% |
| 7D | -0.2% | +10.4% | -10.6% | -1.6% |
| 30D | -15.7% | +14.1% | -29.8% | -17.3% |
| 3M | -27.3% | -4.6% | -22.7% | -27.1% |
| 6M | -12.1% | -13.5% | +1.5% | -10.9% |
| YTD | +37.1% | +5.3% | +31.8% | +34.7% |
| 1Y | -0.5% | -14.9% | +14.4% | +0.6% |
| 3Y | +61.5% | +24.3% | +37.3% | +17.0% |
| All | -57.4% | -56.3% | -1.0% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling