-52.0%
ROKU vs GME
-56.3%
+4.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.2% |
| 7D | -0.4% | +10.4% | -10.8% | -2.3% |
| 30D | +2.1% | +14.1% | -12.0% | -0.6% |
| 3M | +29.5% | -4.6% | +34.1% | +30.2% |
| 6M | +53.8% | -13.5% | +67.3% | +57.2% |
| YTD | +42.8% | +5.3% | +37.5% | +40.3% |
| 1Y | +60.7% | -14.9% | +75.6% | +64.0% |
| 3Y | +83.9% | +24.3% | +59.6% | +23.1% |
| All | -52.0% | -56.3% | +4.3% | -60.6% |
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