+199.8%
TER vs GME
-15.8%
+215.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.5% |
| 7D | +0.6% | +7.2% | -6.6% | -1.0% |
| 30D | -8.3% | +0.8% | -9.1% | -8.5% |
| 3M | -12.2% | -14.0% | +1.7% | -9.5% |
| 6M | +17.0% | -19.7% | +36.8% | +23.2% |
| YTD | +84.6% | -4.6% | +89.2% | +78.1% |
| 1Y | +199.8% | -14.3% | +214.2% | +202.5% |
| All | +199.8% | -15.8% | +215.6% | +202.5% |
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 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