+84.5%
PR vs GME
+475.1%
-390.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.2% |
| 7D | +6.0% | +2.9% | +3.1% | +5.7% |
| 30D | -4.2% | -4.8% | +0.6% | -3.9% |
| 3M | +10.0% | +39.2% | -29.2% | +6.9% |
| 6M | +15.6% | +17.1% | -1.5% | +13.8% |
| YTD | +68.2% | +28.7% | +39.4% | +63.8% |
| 1Y | +79.2% | +23.3% | +55.9% | +75.1% |
| 3Y | +94.9% | +112.9% | -18.0% | +63.6% |
| 5Y | +272.8% | -48.8% | +321.6% | +236.3% |
| All | +84.5% | +475.1% | -390.6% | -47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling