+1,153.2%
LOW vs GME
+1,066.0%
+87.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.7% |
| 7D | +0.4% | +0.4% | -0.1% | +0.3% |
| 30D | -10.1% | -1.4% | -8.7% | -10.0% |
| 3M | -2.9% | -15.1% | +12.3% | -1.9% |
| 6M | -19.4% | -22.5% | +3.1% | -18.2% |
| YTD | -15.4% | -5.9% | -9.5% | -15.4% |
| 1Y | -24.9% | -18.6% | -6.3% | -24.2% |
| 3Y | -7.8% | +6.7% | -14.5% | -16.6% |
| 5Y | +8.4% | -62.0% | +70.4% | +0.8% |
| 10Y | +226.8% | +239.5% | -12.7% | +19.1% |
| All | +1,153.2% | +1,066.0% | +87.2% | +184.0% |
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 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