-53.2%
S vs GME
-63.5%
+10.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -7.7% | +7.2% | -14.9% | -8.7% |
| 30D | -5.3% | +0.8% | -6.1% | -5.5% |
| 3M | +20.3% | -14.0% | +34.2% | +22.9% |
| 6M | +47.4% | -19.7% | +67.1% | +51.6% |
| YTD | +32.5% | -4.6% | +37.1% | +32.8% |
| 1Y | +9.5% | -14.3% | +23.9% | +11.2% |
| 3Y | +15.5% | +4.0% | +11.5% | -16.8% |
| 5Y | -71.2% | -62.2% | -9.0% | -76.3% |
| All | -53.2% | -63.5% | +10.2% | -60.9% |
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