+72.9%
PBR vs GME
+15.0%
+58.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.6% | -10.6% | -7.3% |
| 7D | -11.0% | +7.8% | -18.7% | -11.6% |
| 30D | -18.8% | -0.4% | -18.4% | -18.9% |
| 3M | +7.8% | +30.9% | -23.0% | +6.3% |
| 6M | -7.6% | +5.5% | -13.0% | -8.1% |
| YTD | +72.7% | +25.2% | +47.5% | +68.0% |
| 1Y | +72.9% | +14.4% | +58.6% | +69.3% |
| All | +72.9% | +15.0% | +58.0% | +69.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling