+1,706.1%
PLTR vs GME
+899.8%
+806.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | +10.7% | +6.0% | +4.7% | +10.0% |
| 30D | -17.8% | -5.9% | -11.9% | -17.2% |
| 3M | +0.3% | +38.2% | -37.9% | -3.1% |
| 6M | +26.2% | +14.5% | +11.6% | +24.1% |
| YTD | -3.5% | +27.6% | -31.1% | -6.3% |
| 1Y | -6.8% | +19.9% | -26.8% | -9.1% |
| 3Y | +772.3% | +104.3% | +668.0% | +618.2% |
| 5Y | +651.6% | -49.3% | +700.8% | +579.2% |
| All | +1,706.1% | +899.8% | +806.3% | +1,146.4% |
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