+0.1%
PPL vs GME
+17.4%
-17.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | 0.0% |
| 7D | 0.0% | +4.8% | -4.8% | +0.2% |
| 30D | +4.3% | -4.3% | +8.5% | +4.1% |
| 3M | +2.9% | +35.3% | -32.4% | +4.3% |
| 6M | +1.1% | +4.7% | -3.6% | +1.3% |
| YTD | +4.5% | +26.6% | -22.2% | +5.1% |
| 1Y | +0.1% | +18.3% | -18.2% | +0.1% |
| All | +0.1% | +17.4% | -17.3% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling