+213.6%
PH vs GME
-49.7%
+263.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | +2.1% | +4.8% | -2.6% | +1.9% |
| 30D | +0.3% | -4.3% | +4.5% | +0.5% |
| 3M | -8.8% | +35.3% | -44.1% | -10.2% |
| 6M | +10.0% | +4.7% | +5.3% | +9.6% |
| YTD | +10.5% | +26.6% | -16.2% | +8.9% |
| 1Y | +15.5% | +18.3% | -2.8% | +14.2% |
| 3Y | +136.4% | +102.8% | +33.6% | +107.3% |
| 5Y | +213.6% | -48.9% | +262.5% | +191.1% |
| All | +213.6% | -49.7% | +263.3% | +191.1% |
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