+707.9%
P vs GME
+520.4%
+187.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.4% | +6.2% |
| 7D | -9.6% | +5.8% | -15.4% | -9.9% |
| 30D | -33.4% | -3.7% | -29.8% | -33.3% |
| 3M | +14.2% | +33.6% | -19.4% | +12.4% |
| 6M | +31.6% | +5.4% | +26.2% | +30.9% |
| YTD | +53.5% | +27.4% | +26.0% | +51.0% |
| 1Y | +14.2% | +19.0% | -4.8% | +12.7% |
| 3Y | +190.5% | +101.5% | +89.0% | +163.0% |
| 5Y | +256.3% | -50.5% | +306.8% | +235.0% |
| 10Y | +707.9% | +493.3% | +214.5% | +260.3% |
| All | +707.9% | +520.4% | +187.4% | +260.3% |
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