-43.8%
GPN vs GME
-56.3%
+12.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.5% |
| 7D | -4.6% | +10.4% | -15.0% | -5.2% |
| 30D | -0.3% | +14.1% | -14.3% | -1.2% |
| 3M | +35.4% | -4.6% | +40.1% | +35.7% |
| 6M | +21.7% | -13.5% | +35.2% | +22.5% |
| YTD | +14.9% | +5.3% | +9.6% | +14.2% |
| 1Y | +3.2% | -14.9% | +18.1% | +3.9% |
| 3Y | -27.1% | +24.3% | -51.4% | -35.6% |
| All | -43.8% | -56.3% | +12.5% | -50.2% |
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