+995.4%
TER vs GME
+475.1%
+520.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.4% |
| 7D | +14.4% | +2.9% | +11.5% | +14.2% |
| 30D | -30.6% | -4.8% | -25.8% | -30.4% |
| 3M | -39.2% | +39.2% | -78.4% | -40.1% |
| 6M | -31.3% | +17.1% | -48.3% | -31.8% |
| YTD | +29.1% | +28.7% | +0.3% | +27.5% |
| 1Y | +47.4% | +23.3% | +24.1% | +45.8% |
| 3Y | +191.2% | +112.9% | +78.3% | +170.9% |
| 5Y | +74.0% | -48.8% | +122.8% | +65.8% |
| All | +995.4% | +475.1% | +520.4% | +552.8% |
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