+247.2%
HD vs GME
+483.4%
-236.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | +5.2% | +4.8% | +0.4% | +5.1% |
| 30D | +20.7% | -4.3% | +25.0% | +20.8% |
| 3M | +0.8% | +35.3% | -34.5% | +0.1% |
| 6M | +12.2% | +4.7% | +7.5% | +12.0% |
| YTD | +4.2% | +26.6% | -22.4% | +3.5% |
| 1Y | -2.6% | +18.3% | -20.9% | -3.1% |
| 3Y | +30.0% | +102.8% | -72.8% | +24.5% |
| 5Y | +8.1% | -48.9% | +57.0% | +5.0% |
| 10Y | +247.2% | +480.5% | -233.3% | +122.3% |
| All | +247.2% | +483.4% | -236.2% | +122.3% |
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 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