-39.2%
PINS vs GME
+106.8%
-146.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +1.0% | +2.9% | -1.9% | +0.9% |
| 30D | -12.0% | -4.8% | -7.2% | -11.8% |
| 3M | -17.9% | +39.2% | -57.1% | -19.0% |
| 6M | -1.0% | +17.1% | -18.1% | -1.7% |
| YTD | -26.0% | +28.7% | -54.8% | -26.8% |
| 1Y | -28.5% | +23.3% | -51.8% | -29.1% |
| 3Y | -39.2% | +112.9% | -152.1% | -42.7% |
| All | -39.2% | +106.8% | -146.0% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling