+18.8%
JPM vs GME
-11.9%
+30.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -3.0% | +0.5% |
| 7D | -0.7% | +10.4% | -11.1% | -1.3% |
| 30D | -2.5% | +14.1% | -16.5% | -3.2% |
| 3M | +14.1% | -4.6% | +18.8% | +14.6% |
| 6M | +25.1% | -13.5% | +38.6% | +26.5% |
| YTD | +12.1% | +5.3% | +6.8% | +11.8% |
| 1Y | +18.8% | -14.9% | +33.7% | +18.8% |
| All | +18.8% | -11.9% | +30.7% | +18.8% |
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