+90.0%
IT vs GME
+271.8%
-181.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.5% |
| 7D | -12.7% | +6.0% | -18.7% | -12.8% |
| 30D | -8.9% | +8.3% | -17.2% | -9.1% |
| 3M | +10.1% | -9.1% | +19.2% | +10.3% |
| 6M | +7.3% | -16.3% | +23.6% | +7.6% |
| YTD | -32.4% | +1.5% | -33.9% | -32.4% |
| 1Y | -26.6% | -16.3% | -10.3% | -26.4% |
| 3Y | -51.8% | +15.1% | -67.0% | -53.3% |
| 5Y | -45.6% | -57.2% | +11.6% | -47.0% |
| All | +90.0% | +271.8% | -181.8% | +28.9% |
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