+53.8%
S vs GME
+93.1%
-39.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.9% | +6.2% | +7.9% |
| 7D | +1.6% | +5.8% | -4.2% | +1.3% |
| 30D | -10.5% | -3.7% | -6.8% | -10.3% |
| 3M | +9.9% | +33.6% | -23.7% | +8.3% |
| 6M | +41.8% | +5.4% | +36.4% | +41.2% |
| YTD | +56.8% | +27.4% | +29.4% | +54.8% |
| 1Y | +39.0% | +19.0% | +20.0% | +37.6% |
| 3Y | +53.8% | +101.5% | -47.7% | +36.8% |
| All | +53.8% | +93.1% | -39.3% | +36.8% |
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