+112.5%
NET vs GME
-62.8%
+175.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -7.0% | +7.2% | -14.2% | -8.2% |
| 30D | -4.8% | +0.8% | -5.6% | -5.0% |
| 3M | +3.8% | -14.0% | +17.8% | +6.4% |
| 6M | +50.0% | -19.7% | +69.8% | +55.0% |
| YTD | +41.5% | -4.6% | +46.1% | +41.7% |
| 1Y | +32.8% | -14.3% | +47.2% | +35.3% |
| 3Y | +335.9% | +4.0% | +331.9% | +194.7% |
| All | +112.5% | -62.8% | +175.3% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling