+2,104.1%
GNRC vs GME
+515.8%
+1,588.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.3% | -7.3% | -2.3% |
| 7D | +3.2% | +4.8% | -1.7% | +2.8% |
| 30D | -9.5% | +5.9% | -15.4% | -9.8% |
| 3M | -28.5% | -10.7% | -17.8% | -28.2% |
| 6M | -10.0% | -19.8% | +9.8% | -9.0% |
| YTD | +36.7% | -0.9% | +37.7% | +36.2% |
| 1Y | +2.6% | -15.7% | +18.3% | +3.2% |
| 3Y | +61.9% | +12.3% | +49.6% | +48.6% |
| 5Y | -59.0% | -60.1% | +1.0% | -61.2% |
| 10Y | +444.8% | +265.3% | +179.5% | +202.5% |
| All | +2,104.1% | +515.8% | +1,588.3% | +883.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling