+572.2%
PBR vs GME
-58.9%
+631.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.4% | +2.0% |
| 7D | +4.2% | +6.0% | -1.8% | +4.0% |
| 30D | +22.7% | +8.3% | +14.4% | +22.3% |
| 3M | +21.5% | -9.1% | +30.6% | +21.9% |
| 6M | +24.0% | -16.3% | +40.3% | +24.7% |
| YTD | +88.2% | +1.5% | +86.7% | +87.7% |
| 1Y | +74.8% | -16.3% | +91.1% | +75.6% |
| 3Y | +105.1% | +15.1% | +90.0% | +94.5% |
| 5Y | +572.2% | -57.2% | +629.4% | +518.3% |
| All | +572.2% | -58.9% | +631.1% | +518.3% |
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 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