+221.7%
PR vs GME
-52.7%
+274.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -2.0% | +1.7% |
| 7D | -16.4% | +3.7% | -20.1% | -16.6% |
| 30D | -1.9% | +2.2% | -4.1% | -2.1% |
| 3M | +8.0% | +30.6% | -22.7% | +5.8% |
| 6M | +4.1% | -0.2% | +4.3% | +3.8% |
| YTD | +58.7% | +25.1% | +33.6% | +55.3% |
| 1Y | +75.8% | +17.7% | +58.2% | +72.8% |
| 3Y | +73.2% | +85.7% | -12.5% | +44.2% |
| All | +221.7% | -52.7% | +274.4% | +209.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling