+90.1%
RF vs GME
-62.8%
+152.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +1.3% | +7.2% | -5.9% | +0.9% |
| 30D | -3.6% | +0.8% | -4.4% | -3.7% |
| 3M | +8.1% | -14.0% | +22.0% | +9.0% |
| 6M | +11.5% | -19.7% | +31.2% | +12.8% |
| YTD | +15.6% | -4.6% | +20.2% | +15.5% |
| 1Y | +15.7% | -14.3% | +30.0% | +16.3% |
| 3Y | +86.9% | +4.0% | +82.9% | +66.9% |
| All | +90.1% | -62.8% | +152.9% | +83.1% |
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