+43.3%
IR vs GME
-62.6%
+105.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.6% |
| 7D | +0.6% | +0.4% | +0.2% | +0.6% |
| 30D | -13.6% | -1.4% | -12.2% | -13.6% |
| 3M | +3.7% | -15.1% | +18.8% | +4.3% |
| 6M | -13.1% | -22.5% | +9.4% | -12.3% |
| YTD | -5.1% | -5.9% | +0.8% | -5.1% |
| 1Y | -6.5% | -18.6% | +12.2% | -6.0% |
| 3Y | +8.5% | +6.7% | +1.8% | +0.5% |
| 5Y | +43.3% | -62.0% | +105.3% | +35.5% |
| All | +43.3% | -62.6% | +105.9% | +35.5% |
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