+151.8%
HYG vs GME
+250.6%
-98.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.5% |
| 7D | -0.7% | +6.0% | -6.8% | -0.9% |
| 30D | -0.6% | +8.3% | -8.9% | -0.7% |
| 3M | +0.4% | -9.1% | +9.5% | +0.6% |
| 6M | +1.2% | -16.3% | +17.6% | +1.5% |
| YTD | +1.5% | +1.5% | -0.1% | +1.3% |
| 1Y | +3.2% | -16.3% | +19.5% | +3.4% |
| 3Y | +25.9% | +15.1% | +10.8% | +22.0% |
| 5Y | +18.6% | -57.2% | +75.8% | +15.7% |
| 10Y | +55.8% | +274.5% | -218.7% | +19.6% |
| All | +151.8% | +250.6% | -98.8% | +81.2% |
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