+455.3%
PL vs GME
+79.6%
+375.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.9% | +6.4% | +10.1% |
| 7D | -6.8% | +3.7% | -10.5% | -7.0% |
| 30D | -29.3% | +2.2% | -31.5% | -29.4% |
| 3M | -44.8% | +30.6% | -75.4% | -45.7% |
| 6M | -68.4% | -0.2% | -68.2% | -68.4% |
| YTD | -36.4% | +25.1% | -61.5% | -37.5% |
| 1Y | +0.7% | +17.7% | -16.9% | -0.7% |
| 3Y | +455.3% | +85.7% | +369.6% | +352.7% |
| All | +455.3% | +79.6% | +375.8% | +352.7% |
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