+1,352.0%
O vs GME
+1,082.6%
+269.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -0.7% | +7.2% | -8.0% | -1.2% |
| 30D | -1.9% | +0.8% | -2.7% | -1.9% |
| 3M | +3.8% | -14.0% | +17.8% | +4.7% |
| 6M | -4.7% | -19.7% | +15.0% | -3.7% |
| YTD | +12.5% | -4.6% | +17.1% | +12.4% |
| 1Y | +10.8% | -14.3% | +25.2% | +11.4% |
| 3Y | +28.8% | +4.0% | +24.8% | +18.0% |
| 5Y | +13.2% | -62.2% | +75.4% | +5.9% |
| 10Y | +53.5% | +241.4% | -187.9% | -34.7% |
| All | +1,352.0% | +1,082.6% | +269.3% | +366.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling