+1,048.7%
GPN vs GME
+1,127.7%
-79.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.3% | -8.0% | -3.0% |
| 7D | -6.2% | +4.8% | -11.1% | -6.5% |
| 30D | +1.0% | +5.9% | -4.8% | +0.7% |
| 3M | +36.9% | -10.7% | +47.6% | +37.6% |
| 6M | +16.8% | -19.8% | +36.6% | +18.0% |
| YTD | +13.2% | -0.9% | +14.2% | +13.0% |
| 1Y | +1.4% | -15.7% | +17.1% | +2.1% |
| 3Y | -28.6% | +12.3% | -41.0% | -33.9% |
| 5Y | -47.0% | -60.1% | +13.1% | -49.8% |
| 10Y | +25.2% | +265.3% | -240.2% | -37.1% |
| All | +1,048.7% | +1,127.7% | -79.0% | +347.3% |
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