-46.3%
IT vs GME
-55.8%
+9.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.3% | -7.0% | -2.0% |
| 7D | -9.1% | +4.8% | -14.0% | -9.4% |
| 30D | -12.2% | +5.9% | -18.0% | -12.4% |
| 3M | +7.8% | -10.7% | +18.5% | +8.4% |
| 6M | +2.0% | -19.8% | +21.8% | +3.0% |
| YTD | -32.7% | -0.9% | -31.8% | -32.8% |
| 1Y | -31.1% | -15.7% | -15.4% | -30.7% |
| 3Y | -52.1% | +12.3% | -64.4% | -56.8% |
| 5Y | -46.3% | -60.1% | +13.8% | -51.0% |
| All | -46.3% | -55.8% | +9.5% | -51.0% |
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