+60.4%
HCA vs GME
+18.5%
+41.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.4% | +1.4% |
| 7D | +5.4% | +10.4% | -5.0% | +5.5% |
| 30D | +3.0% | +14.1% | -11.1% | +3.1% |
| 3M | +13.0% | -4.6% | +17.7% | +13.0% |
| 6M | -20.3% | -13.5% | -6.7% | -20.3% |
| YTD | -8.2% | +5.3% | -13.6% | -8.2% |
| 1Y | +6.7% | -14.9% | +21.6% | +6.6% |
| 3Y | +60.4% | +24.3% | +36.1% | +64.8% |
| All | +60.4% | +18.5% | +41.9% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling