-23.1%
PPG vs GME
-56.3%
+33.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.2% |
| 7D | -6.2% | +10.4% | -16.6% | -6.7% |
| 30D | -7.9% | +14.1% | -22.0% | -8.6% |
| 3M | -10.2% | -4.6% | -5.6% | -10.1% |
| 6M | +2.7% | -13.5% | +16.2% | +3.2% |
| YTD | +4.9% | +5.3% | -0.4% | +4.4% |
| 1Y | -3.2% | -14.9% | +11.7% | -2.7% |
| 3Y | -17.0% | +24.3% | -41.3% | -24.1% |
| All | -23.1% | -56.3% | +33.3% | -27.6% |
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