+469.1%
P vs GME
+210.0%
+259.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.4% | +3.3% |
| 7D | -23.8% | +3.7% | -27.5% | -23.9% |
| 30D | -36.6% | +2.2% | -38.8% | -36.7% |
| 3M | +10.9% | +30.6% | -19.8% | +9.2% |
| 6M | +30.0% | -0.2% | +30.2% | +29.7% |
| YTD | +44.4% | +25.1% | +19.3% | +42.1% |
| 1Y | +3.9% | +17.7% | -13.7% | +2.6% |
| 3Y | +176.6% | +85.7% | +90.9% | +150.4% |
| 5Y | +249.3% | -52.9% | +302.2% | +228.4% |
| 10Y | +726.9% | +504.9% | +222.0% | +274.4% |
| All | +469.1% | +210.0% | +259.2% | +166.1% |
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