+70.3%
PR vs GME
+483.4%
-413.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +1.0% |
| 7D | -9.5% | +4.8% | -14.3% | -9.8% |
| 30D | -5.7% | -4.3% | -1.4% | -5.4% |
| 3M | +3.0% | +35.3% | -32.4% | +0.4% |
| 6M | +11.8% | +4.7% | +7.1% | +11.0% |
| YTD | +58.5% | +26.6% | +31.8% | +54.6% |
| 1Y | +69.9% | +18.3% | +51.5% | +66.5% |
| 3Y | +84.9% | +102.8% | -17.9% | +55.8% |
| 5Y | +246.4% | -48.9% | +295.4% | +212.6% |
| 10Y | +70.3% | +480.5% | -410.2% | -50.2% |
| All | +70.3% | +483.4% | -413.1% | -50.2% |
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