+26.7%
Q vs GME
-21.8%
+48.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | +0.2% | +7.2% | -7.0% | -0.4% |
| 30D | -11.1% | +0.8% | -11.9% | -11.2% |
| 3M | -22.1% | -14.0% | -8.2% | -21.1% |
| 6M | +0.5% | -19.7% | +20.2% | +2.5% |
| YTD | +47.8% | -4.6% | +52.4% | +43.4% |
| All | +26.7% | -21.8% | +48.5% | +28.4% |
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