+7.4%
HD vs GME
-62.6%
+70.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.2% |
| 7D | -1.2% | +0.4% | -1.6% | -1.2% |
| 30D | -11.1% | -1.4% | -9.7% | -11.1% |
| 3M | +2.0% | -15.1% | +17.2% | +2.7% |
| 6M | -10.5% | -22.5% | +12.0% | -9.6% |
| YTD | -6.9% | -5.9% | -0.9% | -6.8% |
| 1Y | -23.2% | -18.6% | -4.5% | -22.7% |
| 3Y | +3.1% | +6.7% | -3.6% | -4.8% |
| 5Y | +7.4% | -62.0% | +69.4% | +3.4% |
| All | +7.4% | -62.6% | +70.0% | +3.4% |
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