+94.9%
PR vs GME
+106.8%
-11.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.2% |
| 7D | +6.0% | +2.9% | +3.1% | +5.9% |
| 30D | -4.2% | -4.8% | +0.6% | -4.1% |
| 3M | +10.0% | +39.2% | -29.2% | +8.7% |
| 6M | +15.6% | +17.1% | -1.5% | +14.8% |
| YTD | +68.2% | +28.7% | +39.4% | +66.2% |
| 1Y | +79.2% | +23.3% | +55.9% | +77.4% |
| 3Y | +94.9% | +112.9% | -18.0% | +82.1% |
| All | +94.9% | +106.8% | -11.9% | +82.1% |
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 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