+5.2%
LOW vs GME
-56.3%
+61.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.1% |
| 7D | -3.7% | +10.4% | -14.1% | -4.2% |
| 30D | -8.9% | +14.1% | -22.9% | -9.4% |
| 3M | -10.4% | -4.6% | -5.8% | -10.3% |
| 6M | -19.4% | -13.5% | -5.9% | -19.0% |
| YTD | -17.1% | +5.3% | -22.4% | -17.5% |
| 1Y | -26.3% | -14.9% | -11.4% | -25.9% |
| 3Y | -9.9% | +24.3% | -34.2% | -17.9% |
| All | +5.2% | -56.3% | +61.6% | +3.0% |
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