+715.0%
P vs GME
+237.1%
+477.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.7% |
| 7D | +7.8% | +0.4% | +7.4% | +7.8% |
| 30D | +12.3% | -1.4% | +13.7% | +12.4% |
| 3M | +37.1% | -15.1% | +52.2% | +38.2% |
| 6M | +66.1% | -22.5% | +88.6% | +68.0% |
| YTD | +50.9% | -5.9% | +56.9% | +51.0% |
| 1Y | +27.2% | -18.6% | +45.9% | +28.2% |
| 3Y | +158.7% | +6.7% | +152.0% | +141.8% |
| 5Y | +291.1% | -62.0% | +353.1% | +273.0% |
| 10Y | +715.0% | +239.5% | +475.5% | +283.1% |
| All | +715.0% | +237.1% | +477.8% | +283.1% |
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