+339.6%
PODD vs GME
+475.1%
-135.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.1% |
| 7D | +4.1% | +2.9% | +1.2% | +4.0% |
| 30D | +13.9% | -4.8% | +18.6% | +14.0% |
| 3M | +4.1% | +39.2% | -35.1% | +3.2% |
| 6M | +2.4% | +17.1% | -14.6% | +2.0% |
| YTD | -46.4% | +28.7% | -75.1% | -46.7% |
| 1Y | -54.2% | +23.3% | -77.5% | -54.5% |
| 3Y | -6.9% | +112.9% | -119.8% | -10.5% |
| 5Y | -51.6% | -48.8% | -2.7% | -53.0% |
| All | +339.6% | +475.1% | -135.5% | +244.7% |
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