+686.7%
PPG vs GME
+1,127.7%
-441.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.3% | -7.6% | -2.7% |
| 7D | -3.7% | +4.8% | -8.6% | -4.0% |
| 30D | -7.2% | +5.9% | -13.1% | -7.6% |
| 3M | -7.3% | -10.7% | +3.4% | -6.8% |
| 6M | +0.3% | -19.8% | +20.1% | +1.5% |
| YTD | +6.5% | -0.9% | +7.5% | +6.2% |
| 1Y | +0.5% | -15.7% | +16.2% | +1.2% |
| 3Y | -15.3% | +12.3% | -27.6% | -23.2% |
| 5Y | -22.9% | -60.1% | +37.2% | -28.2% |
| 10Y | +28.4% | +265.3% | -236.9% | -46.7% |
| All | +686.7% | +1,127.7% | -441.0% | +131.7% |
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 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