+652.6%
P vs GME
+483.4%
+169.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -13.3% | +4.8% | -18.1% | -13.5% |
| 30D | -34.0% | -4.3% | -29.7% | -33.8% |
| 3M | +4.1% | +35.3% | -31.3% | +2.3% |
| 6M | +30.5% | +4.7% | +25.7% | +29.9% |
| YTD | +52.2% | +26.6% | +25.5% | +49.8% |
| 1Y | +10.3% | +18.3% | -8.0% | +8.9% |
| 3Y | +180.9% | +102.8% | +78.1% | +154.2% |
| 5Y | +259.7% | -48.9% | +308.7% | +237.8% |
| 10Y | +652.6% | +480.5% | +172.2% | +236.6% |
| All | +652.6% | +483.4% | +169.2% | +236.6% |
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