+1,600.4%
IT vs GME
+1,495.6%
+104.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | +1.1% | +2.9% | -1.8% | +0.9% |
| 30D | -1.8% | -4.8% | +2.9% | -1.6% |
| 3M | +4.8% | +39.2% | -34.4% | +2.9% |
| 6M | +33.0% | +17.1% | +15.9% | +31.6% |
| YTD | -23.8% | +28.7% | -52.6% | -25.1% |
| 1Y | -16.5% | +23.3% | -39.8% | -17.7% |
| 3Y | -53.6% | +112.9% | -166.6% | -58.8% |
| 5Y | -42.1% | -48.8% | +6.7% | -46.1% |
| 10Y | +90.1% | +478.2% | -388.1% | -17.3% |
| All | +1,600.4% | +1,495.6% | +104.9% | +441.5% |
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 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