-69.4%
PL vs GME
+4.1%
-73.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.9% | -6.3% | -9.6% |
| 7D | -20.5% | +0.7% | -21.3% | -20.5% |
| 30D | -38.8% | -2.4% | -36.4% | -38.2% |
| 3M | -49.1% | +27.1% | -76.3% | -49.7% |
| 6M | -69.4% | -0.2% | -69.1% | -69.5% |
| All | -69.4% | +4.1% | -73.5% | -69.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling