+557.6%
PL vs GME
+98.5%
+459.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | +5.6% | +4.8% | +0.8% | +5.3% |
| 30D | -16.9% | -4.3% | -12.7% | -16.7% |
| 3M | -38.2% | +35.3% | -73.6% | -39.4% |
| 6M | -63.4% | +4.7% | -68.2% | -63.6% |
| YTD | -27.6% | +26.6% | -54.3% | -28.9% |
| 1Y | +6.6% | +18.3% | -11.8% | +5.0% |
| 3Y | +557.6% | +102.8% | +454.8% | +432.8% |
| All | +557.6% | +98.5% | +459.1% | +432.8% |
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 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