+44.1%
PL vs GME
-32.6%
+76.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +5.6% | +4.8% | +0.8% | +5.1% |
| 30D | -16.9% | -4.3% | -12.7% | -16.5% |
| 3M | -38.2% | +35.3% | -73.6% | -40.5% |
| 6M | -63.4% | +4.7% | -68.2% | -63.8% |
| YTD | -27.6% | +26.6% | -54.3% | -30.2% |
| 1Y | +6.6% | +18.3% | -11.8% | +3.5% |
| 3Y | +557.6% | +102.8% | +454.8% | +370.7% |
| 5Y | +39.5% | -48.9% | +88.4% | +10.9% |
| All | +44.1% | -32.6% | +76.8% | +14.8% |
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