+15.3%
O vs GME
-55.8%
+71.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.3% | -6.8% | -1.6% |
| 7D | -2.3% | +4.8% | -7.1% | -2.4% |
| 30D | -2.4% | +5.9% | -8.3% | -2.6% |
| 3M | -0.6% | -10.7% | +10.1% | -0.3% |
| 6M | -5.0% | -19.8% | +14.8% | -4.5% |
| YTD | +10.4% | -0.9% | +11.3% | +10.2% |
| 1Y | +6.6% | -15.7% | +22.2% | +6.9% |
| 3Y | +28.4% | +12.3% | +16.1% | +21.2% |
| 5Y | +15.3% | -60.1% | +75.3% | +12.9% |
| All | +15.3% | -55.8% | +71.1% | +12.9% |
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