+25.3%
GPN vs GME
+285.6%
-260.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.4% |
| 7D | -4.6% | +10.4% | -15.0% | -4.9% |
| 30D | -0.3% | +14.1% | -14.3% | -0.7% |
| 3M | +35.4% | -4.6% | +40.1% | +35.6% |
| 6M | +21.7% | -13.5% | +35.2% | +22.1% |
| YTD | +14.9% | +5.3% | +9.6% | +14.6% |
| 1Y | +3.2% | -14.9% | +18.1% | +3.5% |
| 3Y | -27.1% | +24.3% | -51.4% | -30.1% |
| 5Y | -44.4% | -55.6% | +11.2% | -46.1% |
| All | +25.3% | +285.6% | -260.3% | -12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling