+1,549.7%
IT vs GME
+1,082.6%
+467.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.6% |
| 7D | -6.0% | +7.2% | -13.3% | -6.4% |
| 30D | 0.0% | +0.8% | -0.8% | -0.1% |
| 3M | +13.1% | -14.0% | +27.0% | +13.9% |
| 6M | +11.7% | -19.7% | +31.4% | +12.8% |
| YTD | -26.1% | -4.6% | -21.5% | -26.0% |
| 1Y | -21.3% | -14.3% | -6.9% | -20.8% |
| 3Y | -46.7% | +4.0% | -50.8% | -50.7% |
| 5Y | -40.5% | -62.2% | +21.7% | -43.7% |
| 10Y | +103.9% | +241.4% | -137.5% | -5.6% |
| All | +1,549.7% | +1,082.6% | +467.1% | +434.5% |
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