+1,588.8%
IT vs GME
+1,481.4%
+107.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -3.7% | +6.0% | -9.6% | -4.0% |
| 30D | -3.1% | -5.9% | +2.8% | -2.8% |
| 3M | +6.3% | +38.2% | -31.8% | +4.4% |
| 6M | +24.8% | +14.5% | +10.2% | +23.6% |
| YTD | -24.4% | +27.6% | -51.9% | -25.5% |
| 1Y | -17.1% | +19.9% | -37.0% | -18.1% |
| 3Y | -53.6% | +104.3% | -157.9% | -58.7% |
| 5Y | -42.5% | -49.3% | +6.8% | -46.5% |
| 10Y | +88.8% | +473.0% | -384.2% | -17.8% |
| All | +1,588.8% | +1,481.4% | +107.5% | +438.1% |
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