+272.5%
RF vs GME
+497.1%
-224.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.5% |
| 7D | -0.9% | +3.7% | -4.6% | -1.1% |
| 30D | +6.0% | +2.2% | +3.8% | +5.9% |
| 3M | -8.9% | +30.6% | -39.5% | -10.2% |
| 6M | +2.3% | -0.2% | +2.5% | +2.1% |
| YTD | +7.6% | +25.1% | -17.5% | +6.0% |
| 1Y | +21.2% | +17.7% | +3.5% | +19.7% |
| 3Y | +108.5% | +85.7% | +22.9% | +89.4% |
| 5Y | +43.2% | -52.9% | +96.1% | +34.9% |
| All | +272.5% | +497.1% | -224.7% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling