+812.6%
PH vs GME
+255.4%
+557.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.3% | -6.0% | -0.8% |
| 7D | 0.0% | +4.8% | -4.8% | -0.2% |
| 30D | -10.3% | +5.9% | -16.1% | -10.5% |
| 3M | +5.1% | -10.7% | +15.8% | +5.4% |
| 6M | +2.3% | -19.8% | +22.1% | +2.9% |
| YTD | +8.7% | -0.9% | +9.6% | +8.5% |
| 1Y | +26.8% | -15.7% | +42.4% | +27.2% |
| 3Y | +139.2% | +12.3% | +126.9% | +128.1% |
| 5Y | +251.1% | -60.1% | +311.2% | +239.3% |
| 10Y | +812.6% | +265.3% | +547.3% | +412.7% |
| All | +812.6% | +255.4% | +557.2% | +412.7% |
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