+250.9%
PAAS vs GME
+0.2%
+250.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | -2.9% | +7.2% | -10.1% | -3.3% |
| 30D | +6.8% | +0.8% | +6.0% | +6.7% |
| 3M | -2.9% | -14.0% | +11.1% | -2.1% |
| 6M | -16.4% | -19.7% | +3.3% | -15.5% |
| YTD | 0.0% | -4.6% | +4.6% | 0.0% |
| 1Y | +54.3% | -14.3% | +68.7% | +55.3% |
| All | +250.9% | +0.2% | +250.8% | +246.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling