+2,274.3%
JPM vs GME
+1,082.6%
+1,191.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | +0.3% | +7.2% | -6.9% | -0.3% |
| 30D | -0.2% | +0.8% | -1.0% | -0.3% |
| 3M | +15.9% | -14.0% | +29.8% | +17.1% |
| 6M | +20.9% | -19.7% | +40.7% | +22.7% |
| YTD | +12.9% | -4.6% | +17.5% | +12.9% |
| 1Y | +20.3% | -14.3% | +34.7% | +21.1% |
| 3Y | +160.9% | +4.0% | +156.9% | +131.9% |
| 5Y | +154.8% | -62.2% | +217.0% | +133.2% |
| 10Y | +591.1% | +241.4% | +349.7% | +112.9% |
| All | +2,274.3% | +1,082.6% | +1,191.7% | +348.4% |
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 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