+1,668.3%
PLTR vs GME
+908.8%
+759.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | +4.7% | +2.9% | +1.8% | +4.4% |
| 30D | -16.4% | -4.8% | -11.6% | -16.0% |
| 3M | -6.2% | +39.2% | -45.4% | -9.4% |
| 6M | +29.2% | +17.1% | +12.1% | +26.8% |
| YTD | -5.5% | +28.7% | -34.2% | -8.4% |
| 1Y | -2.4% | +23.3% | -25.7% | -5.1% |
| 3Y | +752.3% | +112.9% | +639.4% | +598.7% |
| 5Y | +635.8% | -48.8% | +684.7% | +564.3% |
| All | +1,668.3% | +908.8% | +759.5% | +1,119.1% |
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