+147.8%
PR vs GME
+290.1%
-142.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.9% | -1.0% | -4.6% |
| 7D | -16.5% | +0.7% | -17.3% | -16.6% |
| 30D | -4.5% | -2.4% | -2.1% | -4.4% |
| 3M | +8.5% | +27.1% | -18.6% | +6.3% |
| 6M | -3.3% | -0.2% | -3.1% | -3.7% |
| YTD | +55.7% | +20.4% | +35.3% | +52.5% |
| 1Y | +82.0% | +9.8% | +72.2% | +79.5% |
| 3Y | +62.5% | +74.3% | -11.8% | +38.9% |
| 5Y | +223.9% | -54.7% | +278.6% | +195.3% |
| 10Y | +64.2% | +482.0% | -417.8% | -53.1% |
| All | +147.8% | +290.1% | -142.3% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling