+28.3%
Q vs GME
+17.4%
+11.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.1% |
| 7D | +4.0% | +4.8% | -0.8% | +3.7% |
| 30D | -2.3% | -4.3% | +1.9% | -2.0% |
| 3M | -7.9% | +35.3% | -43.3% | -10.1% |
| 6M | -16.0% | +4.7% | -20.7% | -15.6% |
| YTD | +51.7% | +26.6% | +25.1% | +44.6% |
| 1Y | +28.3% | +18.3% | +10.0% | +18.5% |
| All | +28.3% | +17.4% | +11.0% | +18.5% |
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