+117.9%
RF vs GME
+104.4%
+13.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -1.3% | +1.6% | -3.0% | -1.4% |
| 30D | +4.6% | -6.2% | +10.8% | +4.9% |
| 3M | -8.4% | +35.8% | -44.2% | -9.5% |
| 6M | +8.9% | +10.3% | -1.4% | +8.3% |
| YTD | +8.8% | +27.2% | -18.4% | +7.6% |
| 1Y | +18.9% | +19.1% | -0.2% | +17.9% |
| All | +117.9% | +104.4% | +13.5% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling