+50.9%
O vs GME
+271.8%
-220.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.0% |
| 7D | -3.5% | +6.0% | -9.5% | -3.7% |
| 30D | -3.3% | +8.3% | -11.7% | -3.5% |
| 3M | -2.8% | -9.1% | +6.2% | -2.7% |
| 6M | -5.8% | -16.3% | +10.6% | -5.4% |
| YTD | +9.4% | +1.5% | +7.8% | +9.2% |
| 1Y | +5.7% | -16.3% | +22.0% | +5.9% |
| 3Y | +27.2% | +15.1% | +12.1% | +22.7% |
| 5Y | +17.2% | -57.2% | +74.4% | +13.9% |
| All | +50.9% | +271.8% | -220.9% | -3.2% |
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