+135.3%
JPM vs GME
-49.3%
+184.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | +3.5% | +2.9% | +0.6% | +3.4% |
| 30D | +3.3% | -4.8% | +8.0% | +3.4% |
| 3M | -4.2% | +39.2% | -43.4% | -5.5% |
| 6M | +16.4% | +17.1% | -0.7% | +15.5% |
| YTD | +9.5% | +28.7% | -19.2% | +8.2% |
| 1Y | +14.0% | +23.3% | -9.3% | +12.8% |
| 3Y | +153.1% | +112.9% | +40.1% | +127.2% |
| All | +135.3% | -49.3% | +184.6% | +119.4% |
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