+415.3%
PR vs GME
-62.8%
+478.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | +2.9% | +7.2% | -4.3% | +2.4% |
| 30D | +18.0% | +0.8% | +17.3% | +18.0% |
| 3M | +16.9% | -14.0% | +30.8% | +18.0% |
| 6M | +28.2% | -19.7% | +47.9% | +29.9% |
| YTD | +69.3% | -4.6% | +73.9% | +69.2% |
| 1Y | +69.5% | -14.3% | +83.9% | +70.5% |
| 3Y | +81.7% | +4.0% | +77.7% | +59.8% |
| All | +415.3% | -62.8% | +478.1% | +408.9% |
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