+45.2%
PL vs GME
-32.2%
+77.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +1.9% | +12.6% | +14.3% |
| 7D | +10.9% | +5.8% | +5.1% | +10.2% |
| 30D | -16.4% | -3.7% | -12.7% | -16.0% |
| 3M | -39.9% | +33.6% | -73.5% | -42.1% |
| 6M | -63.2% | +5.4% | -68.6% | -63.6% |
| YTD | -27.1% | +27.4% | -54.6% | -29.8% |
| 1Y | +12.2% | +19.0% | -6.8% | +8.8% |
| 3Y | +584.3% | +101.5% | +482.8% | +390.7% |
| 5Y | +37.0% | -50.5% | +87.4% | +8.8% |
| All | +45.2% | -32.2% | +77.4% | +15.5% |
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