+1,714.7%
PLTR vs GME
+897.1%
+817.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.1% |
| 7D | +0.4% | +1.6% | -1.2% | +0.3% |
| 30D | -17.5% | -6.2% | -11.3% | -16.9% |
| 3M | -1.5% | +35.8% | -37.2% | -4.6% |
| 6M | +25.9% | +10.3% | +15.7% | +24.4% |
| YTD | -3.0% | +27.2% | -30.3% | -5.9% |
| 1Y | -9.7% | +19.1% | -28.8% | -11.8% |
| 3Y | +776.5% | +103.7% | +672.7% | +621.8% |
| 5Y | +649.9% | -50.0% | +699.9% | +578.3% |
| All | +1,714.7% | +897.1% | +817.7% | +1,152.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling