+696.1%
PH vs GME
+470.0%
+226.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | +7.4% | +6.0% | +1.4% | +7.2% |
| 30D | +0.5% | -5.9% | +6.4% | +0.7% |
| 3M | -10.2% | +38.2% | -48.4% | -11.2% |
| 6M | +8.9% | +14.5% | -5.6% | +8.3% |
| YTD | +9.7% | +27.6% | -17.9% | +8.5% |
| 1Y | +12.8% | +19.9% | -7.1% | +11.9% |
| 3Y | +134.6% | +104.3% | +30.3% | +119.3% |
| 5Y | +204.5% | -49.3% | +253.8% | +192.1% |
| All | +696.1% | +470.0% | +226.2% | +328.7% |
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