-44.7%
S vs GME
-51.2%
+6.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.9% | +6.2% | +7.7% |
| 7D | +1.6% | +5.8% | -4.2% | +0.7% |
| 30D | -10.5% | -3.7% | -6.8% | -9.9% |
| 3M | +9.9% | +33.6% | -23.7% | +4.9% |
| 6M | +41.8% | +5.4% | +36.4% | +40.1% |
| YTD | +56.8% | +27.4% | +29.4% | +50.0% |
| 1Y | +39.0% | +19.0% | +20.0% | +34.3% |
| 3Y | +53.8% | +101.5% | -47.7% | -5.7% |
| 5Y | -68.6% | -50.5% | -18.1% | -75.1% |
| All | -44.7% | -51.2% | +6.5% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling