+649.0%
P vs GME
+470.0%
+179.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.4% |
| 7D | +17.8% | +6.0% | +11.8% | +17.5% |
| 30D | -29.9% | -5.9% | -24.0% | -29.6% |
| 3M | -1.2% | +38.2% | -39.4% | -2.9% |
| 6M | +32.1% | +14.5% | +17.6% | +30.9% |
| YTD | +64.3% | +27.6% | +36.7% | +61.7% |
| 1Y | +24.3% | +19.9% | +4.3% | +22.6% |
| 3Y | +203.2% | +104.3% | +98.9% | +174.4% |
| 5Y | +290.4% | -49.3% | +339.7% | +266.8% |
| All | +649.0% | +470.0% | +179.0% | +240.0% |
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