+221.7%
PODD vs GME
+271.8%
-50.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.9% | -2.4% |
| 7D | -10.6% | +6.0% | -16.6% | -10.7% |
| 30D | -6.9% | +8.3% | -15.3% | -7.1% |
| 3M | -10.6% | -9.1% | -1.6% | -10.5% |
| 6M | -43.5% | -16.3% | -27.1% | -43.3% |
| YTD | -52.6% | +1.5% | -54.2% | -52.7% |
| 1Y | -60.1% | -16.3% | -43.8% | -60.0% |
| 3Y | -21.7% | +15.1% | -36.8% | -23.9% |
| 5Y | -54.6% | -57.2% | +2.6% | -55.7% |
| All | +221.7% | +271.8% | -50.0% | +180.1% |
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