+485.4%
P vs GME
+136.4%
+348.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.4% |
| 7D | +6.5% | +7.2% | -0.7% | +6.1% |
| 30D | +18.8% | +0.8% | +18.0% | +18.8% |
| 3M | +26.7% | -14.0% | +40.7% | +27.7% |
| 6M | +62.2% | -19.7% | +81.9% | +63.8% |
| YTD | +48.5% | -4.6% | +53.1% | +48.5% |
| 1Y | +26.4% | -14.3% | +40.7% | +27.0% |
| 3Y | +159.4% | +4.0% | +155.4% | +142.3% |
| 5Y | +275.8% | -62.2% | +338.0% | +258.0% |
| 10Y | +732.0% | +241.4% | +490.7% | +304.1% |
| All | +485.4% | +136.4% | +348.9% | +178.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling