+1,872.3%
TER vs GME
+262.6%
+1,609.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.3% | -2.2% | +2.9% |
| 7D | +12.4% | +4.8% | +7.5% | +12.1% |
| 30D | +5.1% | +5.9% | -0.7% | +4.9% |
| 3M | +4.0% | -10.7% | +14.7% | +4.4% |
| 6M | +29.5% | -19.8% | +49.3% | +30.6% |
| YTD | +98.5% | -0.9% | +99.4% | +98.2% |
| 1Y | +234.1% | -15.7% | +249.8% | +235.9% |
| 3Y | +289.0% | +12.3% | +276.7% | +270.7% |
| 5Y | +228.2% | -60.1% | +288.2% | +216.2% |
| All | +1,872.3% | +262.6% | +1,609.7% | +1,165.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling