+253.8%
PH vs GME
-62.6%
+316.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | -10.8% | -1.4% | -9.4% | -10.8% |
| 3M | +8.5% | -15.1% | +23.6% | +9.2% |
| 6M | +3.9% | -22.5% | +26.4% | +5.0% |
| YTD | +9.4% | -5.9% | +15.3% | +9.4% |
| 1Y | +26.8% | -18.6% | +45.4% | +27.6% |
| 3Y | +140.8% | +6.7% | +134.1% | +120.8% |
| 5Y | +253.8% | -62.0% | +315.8% | +241.6% |
| All | +253.8% | -62.6% | +316.4% | +241.6% |
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