+655.3%
P vs GME
+484.8%
+170.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +4.0% | +4.4% |
| 7D | -4.7% | +1.6% | -6.3% | -4.8% |
| 30D | -31.4% | -6.2% | -25.3% | -31.2% |
| 3M | -2.6% | +35.8% | -38.4% | -4.3% |
| 6M | +21.9% | +10.3% | +11.7% | +21.1% |
| YTD | +58.9% | +27.2% | +31.7% | +56.4% |
| 1Y | +21.7% | +19.1% | +2.6% | +20.1% |
| 3Y | +193.3% | +103.7% | +89.6% | +165.5% |
| 5Y | +275.1% | -50.0% | +325.1% | +252.6% |
| 10Y | +655.3% | +471.4% | +183.9% | +239.6% |
| All | +655.3% | +484.8% | +170.5% | +239.6% |
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