+280.3%
TER vs GME
+5.8%
+274.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.3% |
| 7D | +11.0% | +0.4% | +10.5% | +10.9% |
| 30D | -1.9% | -1.4% | -0.5% | -1.8% |
| 3M | -0.7% | -15.1% | +14.5% | +0.3% |
| 6M | +36.4% | -22.5% | +58.9% | +38.6% |
| YTD | +92.4% | -5.9% | +98.4% | +92.8% |
| 1Y | +213.5% | -18.6% | +232.2% | +217.0% |
| All | +280.3% | +5.8% | +274.5% | +243.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling