+88.3%
RF vs GME
+3.8%
+84.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +1.3% | +7.2% | -5.9% | +1.0% |
| 30D | -3.6% | +0.8% | -4.4% | -3.7% |
| 3M | +8.1% | -14.0% | +22.0% | +8.7% |
| 6M | +11.5% | -19.7% | +31.2% | +12.3% |
| YTD | +15.6% | -4.6% | +20.2% | +15.6% |
| 1Y | +15.7% | -14.3% | +30.0% | +16.1% |
| All | +88.3% | +3.8% | +84.5% | +78.9% |
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 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