+340.7%
T vs GME
+1,477.0%
-1,136.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +2.0% | +1.6% | +0.3% | +1.9% |
| 30D | -1.0% | -6.2% | +5.1% | -0.8% |
| 3M | -8.1% | +35.8% | -43.9% | -9.3% |
| 6M | -8.3% | +10.3% | -18.5% | -8.8% |
| YTD | -6.1% | +27.2% | -33.4% | -7.3% |
| 1Y | -7.4% | +19.1% | -26.5% | -8.4% |
| 3Y | +65.4% | +103.7% | -38.3% | +50.4% |
| 5Y | +57.6% | -50.0% | +107.6% | +48.4% |
| 10Y | +61.4% | +471.4% | -410.1% | -15.6% |
| All | +340.7% | +1,477.0% | -1,136.3% | +86.5% |
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