-22.3%
PINS vs GME
+1,034.1%
-1,056.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.9% | -8.1% | -4.4% |
| 7D | -2.1% | +3.7% | -5.7% | -2.2% |
| 30D | -6.6% | +2.2% | -8.8% | -6.7% |
| 3M | -18.7% | +30.6% | -49.4% | -19.7% |
| 6M | -10.4% | -0.2% | -10.2% | -10.5% |
| YTD | -26.8% | +25.1% | -51.9% | -27.6% |
| 1Y | -27.9% | +17.7% | -45.5% | -28.5% |
| 3Y | -38.7% | +85.7% | -124.3% | -43.0% |
| 5Y | -59.0% | -52.9% | -6.1% | -61.1% |
| All | -22.3% | +1,034.1% | -1,056.4% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling