-10.0%
PLTR vs GME
+15.0%
-24.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.6% | -5.7% | -2.8% |
| 7D | -12.8% | +7.8% | -20.5% | -14.1% |
| 30D | -9.3% | -0.4% | -8.9% | -9.1% |
| 3M | +5.6% | +30.9% | -25.3% | +0.3% |
| 6M | +17.6% | +5.5% | +12.1% | +15.9% |
| YTD | -3.4% | +25.2% | -28.6% | -9.4% |
| 1Y | -10.0% | +14.4% | -24.4% | -16.5% |
| All | -10.0% | +15.0% | -24.9% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling