+380.3%
NDAQ vs GME
+255.4%
+124.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.3% | -6.2% | -1.0% |
| 7D | -1.6% | +4.8% | -6.4% | -1.7% |
| 30D | -1.5% | +5.9% | -7.3% | -1.6% |
| 3M | +8.0% | -10.7% | +18.8% | +8.2% |
| 6M | +7.7% | -19.8% | +27.5% | +8.1% |
| YTD | -2.3% | -0.9% | -1.4% | -2.4% |
| 1Y | +0.6% | -15.7% | +16.2% | +0.8% |
| 3Y | +90.9% | +12.3% | +78.6% | +86.0% |
| 5Y | +52.5% | -60.1% | +112.5% | +49.3% |
| 10Y | +380.3% | +265.3% | +115.0% | +266.5% |
| All | +380.3% | +255.4% | +124.9% | +266.5% |
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