+70.3%
T vs GME
+285.6%
-215.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +1.9% |
| 7D | +1.5% | +10.4% | -8.9% | +1.3% |
| 30D | +7.5% | +14.1% | -6.6% | +7.2% |
| 3M | +14.8% | -4.6% | +19.5% | +14.9% |
| 6M | -1.7% | -13.5% | +11.8% | -1.6% |
| YTD | +8.7% | +5.3% | +3.4% | +8.5% |
| 1Y | -7.5% | -14.9% | +7.4% | -7.3% |
| 3Y | +110.2% | +24.3% | +86.0% | +103.6% |
| 5Y | +71.6% | -55.6% | +127.2% | +67.5% |
| All | +70.3% | +285.6% | -215.4% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling