-16.4%
PINS vs GME
+765.0%
-781.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -12.0% | +7.2% | -19.2% | -12.3% |
| 30D | -12.7% | +0.8% | -13.5% | -12.7% |
| 3M | -5.5% | -14.0% | +8.5% | -5.0% |
| 6M | +5.3% | -19.7% | +25.0% | +6.1% |
| YTD | -21.2% | -4.6% | -16.6% | -21.1% |
| 1Y | -45.0% | -14.3% | -30.7% | -44.8% |
| 3Y | -26.2% | +4.0% | -30.2% | -29.8% |
| 5Y | -64.0% | -62.2% | -1.8% | -65.4% |
| All | -16.4% | +765.0% | -781.4% | -48.1% |
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 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