+488.5%
NDAQ vs GME
+475.1%
+13.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | +1.3% | +2.9% | -1.6% | +1.2% |
| 30D | +18.0% | -4.8% | +22.7% | +18.0% |
| 3M | +11.5% | +39.2% | -27.7% | +10.8% |
| 6M | +21.1% | +17.1% | +4.0% | +20.7% |
| YTD | +12.8% | +28.7% | -15.9% | +12.2% |
| 1Y | +25.7% | +23.3% | +2.4% | +25.1% |
| 3Y | +116.8% | +112.9% | +3.9% | +108.7% |
| 5Y | +67.3% | -48.8% | +116.1% | +63.1% |
| All | +488.5% | +475.1% | +13.4% | +336.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling