+572.7%
PG vs GME
+1,205.5%
-632.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.5% |
| 7D | -0.8% | +10.4% | -11.2% | -1.0% |
| 30D | +0.8% | +14.1% | -13.3% | +0.6% |
| 3M | -1.3% | -4.6% | +3.3% | -1.3% |
| 6M | -3.8% | -13.5% | +9.7% | -3.6% |
| YTD | +3.6% | +5.3% | -1.7% | +3.4% |
| 1Y | -5.7% | -14.9% | +9.2% | -5.6% |
| 3Y | +1.6% | +24.3% | -22.7% | -1.5% |
| 5Y | +14.6% | -55.6% | +70.2% | +11.9% |
| 10Y | +121.2% | +288.5% | -167.3% | +59.3% |
| All | +572.7% | +1,205.5% | -632.8% | +300.8% |
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