-54.4%
PODD vs GME
-55.8%
+1.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.3% | -8.4% | -3.5% |
| 7D | -6.9% | +4.8% | -11.7% | -7.3% |
| 30D | -3.5% | +5.9% | -9.3% | -3.9% |
| 3M | -13.6% | -10.7% | -2.9% | -12.9% |
| 6M | -42.6% | -19.8% | -22.8% | -41.8% |
| YTD | -51.5% | -0.9% | -50.5% | -51.6% |
| 1Y | -60.9% | -15.7% | -45.2% | -60.6% |
| 3Y | -19.8% | +12.3% | -32.1% | -29.7% |
| 5Y | -54.4% | -60.1% | +5.7% | -57.7% |
| All | -54.4% | -55.8% | +1.5% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling