-21.9%
PINS vs GME
+1,055.3%
-1,077.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | +0.5% |
| 7D | -6.2% | +5.8% | -11.9% | -6.4% |
| 30D | -10.9% | -3.7% | -7.3% | -10.8% |
| 3M | -19.5% | +33.6% | -53.1% | -20.5% |
| 6M | -10.4% | +5.4% | -15.8% | -10.7% |
| YTD | -26.4% | +27.4% | -53.8% | -27.2% |
| 1Y | -29.6% | +19.0% | -48.7% | -30.3% |
| 3Y | -39.0% | +101.5% | -140.5% | -43.5% |
| 5Y | -59.1% | -50.5% | -8.7% | -61.3% |
| All | -21.9% | +1,055.3% | -1,077.2% | -52.1% |
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 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