+66.1%
T vs GME
+104.4%
-38.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.5% |
| 7D | +2.0% | +1.6% | +0.3% | +2.0% |
| 30D | -1.0% | -6.2% | +5.1% | -1.1% |
| 3M | -8.1% | +35.8% | -43.9% | -7.8% |
| 6M | -8.3% | +10.3% | -18.5% | -8.1% |
| YTD | -6.1% | +27.2% | -33.4% | -5.9% |
| 1Y | -7.4% | +19.1% | -26.5% | -7.2% |
| All | +66.1% | +104.4% | -38.3% | +67.7% |
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