+83.0%
PL vs GME
-49.2%
+132.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -9.3% | +7.2% | -16.5% | -10.1% |
| 30D | -18.9% | +0.8% | -19.7% | -19.0% |
| 3M | -58.4% | -14.0% | -44.4% | -57.6% |
| 6M | -30.3% | -19.7% | -10.6% | -28.7% |
| YTD | -8.1% | -4.6% | -3.5% | -8.2% |
| 1Y | +180.5% | -14.3% | +194.8% | +183.7% |
| 3Y | +444.1% | +4.0% | +440.1% | +334.6% |
| 5Y | +83.0% | -62.2% | +145.2% | +50.7% |
| All | +83.0% | -49.2% | +132.3% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling