+1,129.2%
PSX vs GME
+607.9%
+521.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.2% |
| 7D | -0.4% | +1.6% | -2.0% | -0.4% |
| 30D | -8.1% | -6.2% | -1.9% | -7.9% |
| 3M | +15.9% | +35.8% | -19.9% | +14.7% |
| 6M | +49.4% | +10.3% | +39.1% | +48.7% |
| YTD | +104.7% | +27.2% | +77.4% | +102.6% |
| 1Y | +89.1% | +19.1% | +70.0% | +87.6% |
| 3Y | +151.7% | +103.7% | +48.0% | +135.7% |
| 5Y | +298.3% | -50.0% | +348.3% | +282.6% |
| 10Y | +357.1% | +471.4% | -114.4% | +164.7% |
| All | +1,129.2% | +607.9% | +521.2% | +561.2% |
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