+154.6%
JPM vs GME
-58.9%
+213.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.4% |
| 7D | -2.3% | +6.0% | -8.4% | -2.6% |
| 30D | -2.3% | +8.3% | -10.7% | -2.7% |
| 3M | +14.9% | -9.1% | +23.9% | +15.2% |
| 6M | +23.6% | -16.3% | +40.0% | +24.3% |
| YTD | +11.3% | +1.5% | +9.7% | +11.0% |
| 1Y | +19.9% | -16.3% | +36.2% | +20.4% |
| 3Y | +162.6% | +15.1% | +147.5% | +144.6% |
| 5Y | +154.6% | -57.2% | +211.8% | +141.1% |
| All | +154.6% | -58.9% | +213.5% | +141.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling