-71.5%
S vs GME
-62.6%
-9.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.0% |
| 7D | -5.8% | +0.4% | -6.2% | -5.9% |
| 30D | -9.2% | -1.4% | -7.8% | -9.0% |
| 3M | +23.4% | -15.1% | +38.5% | +26.3% |
| 6M | +36.9% | -22.5% | +59.4% | +41.7% |
| YTD | +29.5% | -5.9% | +35.5% | +30.1% |
| 1Y | +5.4% | -18.6% | +24.1% | +7.9% |
| 3Y | +14.7% | +6.7% | +8.0% | -18.8% |
| 5Y | -71.5% | -62.0% | -9.5% | -76.3% |
| All | -71.5% | -62.6% | -9.0% | -76.3% |
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