+87.6%
PR vs GME
+93.1%
-5.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -2.9% | -1.1% |
| 7D | -12.4% | +5.8% | -18.2% | -12.5% |
| 30D | -6.6% | -3.7% | -2.9% | -6.5% |
| 3M | +7.5% | +33.6% | -26.1% | +6.4% |
| 6M | +10.8% | +5.4% | +5.4% | +10.4% |
| YTD | +57.0% | +27.4% | +29.6% | +55.3% |
| 1Y | +67.9% | +19.0% | +48.9% | +66.4% |
| 3Y | +87.6% | +101.5% | -13.9% | +76.4% |
| All | +87.6% | +93.1% | -5.5% | +76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling