+167.5%
PEG vs GME
+475.1%
-307.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.4% |
| 7D | +4.5% | +2.9% | +1.6% | +4.5% |
| 30D | +7.5% | -4.8% | +12.3% | +7.6% |
| 3M | +0.8% | +39.2% | -38.4% | +0.6% |
| 6M | 0.0% | +17.1% | -17.1% | -0.1% |
| YTD | -3.0% | +28.7% | -31.8% | -3.3% |
| 1Y | -4.7% | +23.3% | -28.1% | -5.0% |
| 3Y | +36.5% | +112.9% | -76.5% | +34.7% |
| 5Y | +44.4% | -48.8% | +93.2% | +43.1% |
| All | +167.5% | +475.1% | -307.6% | +112.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling