+95.5%
PSX vs GME
+21.5%
+74.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.8% |
| 7D | +7.8% | +2.9% | +4.9% | +7.8% |
| 30D | -10.9% | -4.8% | -6.1% | -11.0% |
| 3M | +14.5% | +39.2% | -24.7% | +14.4% |
| 6M | +56.1% | +17.1% | +39.0% | +56.3% |
| YTD | +109.6% | +28.7% | +80.8% | +103.4% |
| 1Y | +95.5% | +23.3% | +72.2% | +90.0% |
| All | +95.5% | +21.5% | +74.0% | +90.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling