-87.9%
OPEN vs GME
+2,078.2%
-2,166.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.6% | -6.5% | -7.0% |
| 7D | -24.7% | +4.8% | -29.5% | -25.1% |
| 30D | -41.0% | -4.3% | -36.7% | -40.7% |
| 3M | -62.4% | +35.3% | -97.7% | -63.6% |
| 6M | -73.9% | +4.7% | -78.6% | -74.1% |
| YTD | -77.5% | +26.6% | -104.2% | -78.2% |
| 1Y | -83.6% | +18.3% | -101.9% | -84.0% |
| 3Y | -37.0% | +102.8% | -139.8% | -47.0% |
| 5Y | -93.3% | -48.9% | -44.4% | -93.9% |
| All | -87.9% | +2,078.2% | -2,166.0% | -87.9% |
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 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