-8.8%
IT vs GME
+15.0%
-23.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +0.9% |
| 7D | -5.5% | +7.8% | -13.2% | -6.5% |
| 30D | +10.3% | -0.4% | +10.7% | +10.3% |
| 3M | +11.5% | +30.9% | -19.4% | +5.4% |
| 6M | +40.3% | +5.5% | +34.8% | +37.5% |
| YTD | -17.9% | +25.2% | -43.1% | -21.5% |
| 1Y | -8.8% | +14.4% | -23.2% | -11.8% |
| All | -8.8% | +15.0% | -23.7% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling