+284.7%
P vs GME
-49.3%
+334.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.0% |
| 7D | +11.6% | +2.9% | +8.7% | +11.3% |
| 30D | -23.7% | -4.8% | -18.9% | -23.3% |
| 3M | -8.0% | +39.2% | -47.2% | -11.0% |
| 6M | +27.9% | +17.1% | +10.8% | +25.5% |
| YTD | +61.2% | +28.7% | +32.4% | +56.2% |
| 1Y | +28.6% | +23.3% | +5.3% | +25.1% |
| 3Y | +200.5% | +112.9% | +87.5% | +132.3% |
| All | +284.7% | -49.3% | +334.0% | +238.6% |
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