+4.4%
PLTR vs GME
-13.9%
+18.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.3% | -5.7% | -1.6% |
| 7D | 0.0% | +4.8% | -4.8% | -1.0% |
| 30D | -3.3% | +5.9% | -9.1% | -4.5% |
| 3M | +28.4% | -10.7% | +39.1% | +31.0% |
| 6M | +8.4% | -19.8% | +28.2% | +12.1% |
| YTD | -4.6% | -0.9% | -3.7% | -7.5% |
| 1Y | +4.4% | -15.7% | +20.1% | +6.2% |
| All | +4.4% | -13.9% | +18.3% | +6.2% |
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