+378.1%
PSX vs GME
+285.6%
+92.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.4% | +0.3% |
| 7D | +1.7% | +10.4% | -8.7% | +1.4% |
| 30D | +15.6% | +14.1% | +1.6% | +15.2% |
| 3M | +46.5% | -4.6% | +51.1% | +46.6% |
| 6M | +55.0% | -13.5% | +68.5% | +55.5% |
| YTD | +105.3% | +5.3% | +100.0% | +104.7% |
| 1Y | +101.6% | -14.9% | +116.5% | +102.1% |
| 3Y | +134.1% | +24.3% | +109.9% | +124.6% |
| 5Y | +368.7% | -55.6% | +424.3% | +354.3% |
| All | +378.1% | +285.6% | +92.5% | +202.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling