+248.6%
HD vs GME
+475.1%
-226.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.1% |
| 7D | +1.5% | +2.9% | -1.4% | +1.5% |
| 30D | +18.0% | -4.8% | +22.8% | +18.1% |
| 3M | +2.8% | +39.2% | -36.4% | +2.0% |
| 6M | +17.0% | +17.1% | -0.1% | +16.5% |
| YTD | +3.5% | +28.7% | -25.2% | +2.8% |
| 1Y | -2.6% | +23.3% | -25.9% | -3.2% |
| 3Y | +30.7% | +112.9% | -82.2% | +25.0% |
| 5Y | +6.2% | -48.8% | +55.1% | +3.1% |
| All | +248.6% | +475.1% | -226.5% | +124.9% |
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