+59.0%
JD vs GME
+275.8%
-216.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.9% | -2.3% | +1.5% |
| 7D | +13.4% | +3.7% | +9.7% | +13.2% |
| 30D | +7.7% | +2.2% | +5.5% | +7.6% |
| 3M | -11.3% | +30.6% | -41.9% | -12.2% |
| 6M | -5.1% | -0.2% | -4.9% | -5.3% |
| YTD | +5.0% | +25.1% | -20.1% | +4.0% |
| 1Y | -5.6% | +17.7% | -23.3% | -6.4% |
| 3Y | +17.8% | +85.7% | -67.9% | +9.7% |
| 5Y | -57.2% | -52.9% | -4.3% | -59.4% |
| 10Y | +34.8% | +504.9% | -470.1% | -14.3% |
| All | +59.0% | +275.8% | -216.8% | +22.0% |
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 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