-72.2%
OPEN vs GME
+1,603.6%
-1,675.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.3% | -7.6% | -2.8% |
| 7D | -2.9% | +4.8% | -7.8% | -3.4% |
| 30D | -13.8% | +5.9% | -19.6% | -14.3% |
| 3M | -30.9% | -10.7% | -20.1% | -30.1% |
| 6M | -40.9% | -19.8% | -21.1% | -39.7% |
| YTD | -48.5% | -0.9% | -47.6% | -48.7% |
| 1Y | -50.9% | -15.7% | -35.2% | -50.4% |
| 3Y | -20.6% | +12.3% | -32.9% | -29.2% |
| 5Y | -84.2% | -60.1% | -24.1% | -85.3% |
| All | -72.2% | +1,603.6% | -1,675.9% | -71.5% |
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