+368.5%
PSX vs GME
-55.8%
+424.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.3% | -4.7% | +0.5% |
| 7D | +1.8% | +4.8% | -3.0% | +1.7% |
| 30D | +21.6% | +5.9% | +15.8% | +21.4% |
| 3M | +46.5% | -10.7% | +57.2% | +46.9% |
| 6M | +62.0% | -19.8% | +81.8% | +62.9% |
| YTD | +106.3% | -0.9% | +107.3% | +106.0% |
| 1Y | +103.0% | -15.7% | +118.6% | +103.6% |
| 3Y | +135.5% | +12.3% | +123.2% | +125.1% |
| 5Y | +368.5% | -60.1% | +428.6% | +372.0% |
| All | +368.5% | -55.8% | +424.3% | +372.0% |
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 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