+18.9%
NET vs GME
+0.1%
+18.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -3.0% |
| 7D | -16.4% | +7.8% | -24.1% | -17.2% |
| 30D | -25.8% | -0.4% | -25.4% | -25.6% |
| 3M | -11.5% | +30.9% | -42.4% | -14.2% |
| 6M | +18.9% | +5.5% | +13.5% | +14.7% |
| All | +18.9% | +0.1% | +18.8% | +14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling