+43.2%
TER vs GME
+15.0%
+28.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.6% | -10.4% | -7.2% |
| 7D | -19.9% | +7.8% | -27.6% | -20.7% |
| 30D | -43.5% | -0.4% | -43.1% | -43.4% |
| 3M | -37.8% | +30.9% | -68.7% | -40.3% |
| 6M | -25.6% | +5.5% | -31.0% | -25.6% |
| YTD | +29.8% | +25.2% | +4.6% | +20.4% |
| 1Y | +43.2% | +14.4% | +28.8% | +34.2% |
| All | +43.2% | +15.0% | +28.2% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling