+1,802.9%
TER vs GME
+271.8%
+1,531.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.5% | -6.0% | -3.6% |
| 7D | +9.4% | +6.0% | +3.3% | +9.1% |
| 30D | -2.4% | +8.3% | -10.8% | -2.8% |
| 3M | +6.5% | -9.1% | +15.6% | +6.9% |
| 6M | +23.2% | -16.3% | +39.5% | +24.0% |
| YTD | +91.5% | +1.5% | +89.9% | +91.0% |
| 1Y | +214.8% | -16.3% | +231.1% | +216.6% |
| 3Y | +275.3% | +15.1% | +260.2% | +257.3% |
| 5Y | +211.9% | -57.2% | +269.1% | +200.0% |
| All | +1,802.9% | +271.8% | +1,531.2% | +1,119.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling