+606.9%
LULU vs GME
+208.0%
+399.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.6% | +1.9% |
| 7D | -1.6% | +10.4% | -12.0% | -2.5% |
| 30D | -18.1% | +14.1% | -32.2% | -19.0% |
| 3M | -18.8% | -4.6% | -14.1% | -18.6% |
| 6M | -39.2% | -13.5% | -25.7% | -38.6% |
| YTD | -52.4% | +5.3% | -57.7% | -52.7% |
| 1Y | -40.3% | -14.9% | -25.4% | -39.7% |
| 3Y | -75.1% | +24.3% | -99.4% | -77.9% |
| 5Y | -76.7% | -55.6% | -21.2% | -78.5% |
| 10Y | +52.7% | +288.5% | -235.7% | -48.9% |
| All | +606.9% | +208.0% | +399.0% | +98.4% |
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