+791.5%
PODD vs GME
+240.3%
+551.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.4% |
| 7D | -4.1% | +0.4% | -4.5% | -4.1% |
| 30D | +0.8% | -1.4% | +2.2% | +0.9% |
| 3M | -6.1% | -15.1% | +9.0% | -5.2% |
| 6M | -40.0% | -22.5% | -17.5% | -39.1% |
| YTD | -49.9% | -5.9% | -44.0% | -49.9% |
| 1Y | -59.3% | -18.6% | -40.6% | -58.9% |
| 3Y | -17.2% | +6.7% | -23.9% | -24.0% |
| 5Y | -53.0% | -62.0% | +9.0% | -55.6% |
| 10Y | +226.1% | +239.5% | -13.3% | +33.8% |
| All | +791.5% | +240.3% | +551.2% | +171.0% |
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