+322.4%
NET vs GME
+79.7%
+242.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -2.8% |
| 7D | -16.4% | +7.8% | -24.1% | -16.7% |
| 30D | -25.8% | -0.4% | -25.4% | -25.8% |
| 3M | -11.5% | +30.9% | -42.4% | -12.8% |
| 6M | +18.9% | +5.5% | +13.5% | +18.4% |
| YTD | +35.2% | +25.2% | +10.0% | +33.6% |
| 1Y | +14.5% | +14.4% | +0.1% | +13.4% |
| All | +322.4% | +79.7% | +242.7% | +296.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling