+261.5%
RF vs GME
+520.4%
-258.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.1% |
| 7D | -0.1% | +5.8% | -5.9% | -0.4% |
| 30D | +7.0% | -3.7% | +10.7% | +7.2% |
| 3M | -7.0% | +33.6% | -40.6% | -8.4% |
| 6M | +6.8% | +5.4% | +1.4% | +6.3% |
| YTD | +9.9% | +27.4% | -17.5% | +8.2% |
| 1Y | +21.1% | +19.0% | +2.1% | +19.6% |
| 3Y | +119.6% | +101.5% | +18.1% | +98.7% |
| 5Y | +46.2% | -50.5% | +96.6% | +37.4% |
| 10Y | +261.5% | +493.3% | -231.8% | +50.3% |
| All | +261.5% | +520.4% | -258.9% | +50.3% |
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