+16.1%
JPM vs GME
+15.0%
+1.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +4.1% |
| 7D | +3.8% | +7.8% | -4.0% | +3.6% |
| 30D | +6.5% | -0.4% | +6.9% | +6.4% |
| 3M | -1.0% | +30.9% | -31.9% | -2.3% |
| 6M | +15.5% | +5.5% | +10.1% | +16.0% |
| YTD | +11.4% | +25.2% | -13.8% | +10.2% |
| 1Y | +16.1% | +14.4% | +1.7% | +13.9% |
| All | +16.1% | +15.0% | +1.1% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling