+238.6%
P vs GME
-52.7%
+291.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.4% | +3.2% |
| 7D | -23.8% | +3.7% | -27.5% | -24.0% |
| 30D | -36.6% | +2.2% | -38.8% | -36.8% |
| 3M | +10.9% | +30.6% | -19.8% | +7.9% |
| 6M | +30.0% | -0.2% | +30.2% | +29.5% |
| YTD | +44.4% | +25.1% | +19.3% | +40.4% |
| 1Y | +3.9% | +17.7% | -13.7% | +1.5% |
| 3Y | +176.6% | +85.7% | +90.9% | +118.2% |
| All | +238.6% | -52.7% | +291.4% | +200.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling