+31.6%
Q vs GME
+4.4%
+27.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.9% | +5.0% | +6.7% |
| 7D | +8.4% | +5.8% | +2.6% | +7.9% |
| 30D | -1.2% | -3.7% | +2.5% | -0.9% |
| 3M | -9.3% | +33.6% | -42.9% | -11.6% |
| 6M | -15.0% | +5.4% | -20.4% | -14.7% |
| YTD | +53.5% | +27.4% | +26.0% | +45.1% |
| 1Y | +35.9% | +19.0% | +16.8% | +24.2% |
| All | +31.6% | +4.4% | +27.1% | +29.9% |
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 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