+339.1%
T vs GME
+1,481.4%
-1,142.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | +1.6% | +6.0% | -4.3% | +1.4% |
| 30D | -2.9% | -5.9% | +2.9% | -2.7% |
| 3M | -7.5% | +38.2% | -45.7% | -8.8% |
| 6M | -9.9% | +14.5% | -24.4% | -10.6% |
| YTD | -6.4% | +27.6% | -34.0% | -7.7% |
| 1Y | -9.4% | +19.9% | -29.3% | -10.4% |
| 3Y | +64.9% | +104.3% | -39.5% | +49.8% |
| 5Y | +57.0% | -49.3% | +106.2% | +47.7% |
| 10Y | +60.8% | +473.0% | -412.2% | -15.9% |
| All | +339.1% | +1,481.4% | -1,142.2% | +85.9% |
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