+1,158.7%
PSX vs GME
+616.3%
+542.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | +7.8% | +2.9% | +4.9% | +7.7% |
| 30D | -10.9% | -4.8% | -6.1% | -10.8% |
| 3M | +14.5% | +39.2% | -24.7% | +13.2% |
| 6M | +56.1% | +17.1% | +39.0% | +55.2% |
| YTD | +109.6% | +28.7% | +80.8% | +107.4% |
| 1Y | +95.5% | +23.3% | +72.2% | +93.7% |
| 3Y | +156.2% | +112.9% | +43.3% | +139.5% |
| 5Y | +310.0% | -48.8% | +358.8% | +293.5% |
| 10Y | +368.0% | +478.2% | -110.1% | +170.9% |
| All | +1,158.7% | +616.3% | +542.5% | +576.9% |
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 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