+2,327.9%
NDAQ vs GME
+989.3%
+1,338.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -2.4% | +7.2% | -9.7% | -2.9% |
| 30D | +2.5% | +0.8% | +1.7% | +2.4% |
| 3M | +9.9% | -14.0% | +23.9% | +10.8% |
| 6M | +9.4% | -19.7% | +29.2% | +10.6% |
| YTD | +0.4% | -4.6% | +5.0% | +0.4% |
| 1Y | +4.0% | -14.3% | +18.4% | +4.6% |
| 3Y | +94.4% | +4.0% | +90.4% | +77.3% |
| 5Y | +56.7% | -62.2% | +118.9% | +46.3% |
| 10Y | +375.3% | +241.4% | +133.9% | +94.0% |
| All | +2,327.9% | +989.3% | +1,338.6% | +678.7% |
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