+1,735.1%
PLTR vs GME
+647.7%
+1,087.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.5% |
| 7D | -6.4% | +7.2% | -13.6% | -7.1% |
| 30D | +10.0% | +0.8% | +9.2% | +9.9% |
| 3M | +23.0% | -14.0% | +37.0% | +24.9% |
| 6M | +13.8% | -19.7% | +33.5% | +16.2% |
| YTD | -1.9% | -4.6% | +2.7% | -1.8% |
| 1Y | +11.6% | -14.3% | +26.0% | +12.9% |
| 3Y | +1,048.4% | +4.0% | +1,044.4% | +915.2% |
| 5Y | +554.4% | -62.2% | +616.6% | +510.2% |
| All | +1,735.1% | +647.7% | +1,087.3% | +1,206.4% |
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