+768.6%
TER vs GME
+1,477.0%
-708.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.5% | +7.8% | +8.3% |
| 7D | +5.9% | +1.6% | +4.3% | +5.8% |
| 30D | -30.8% | -6.2% | -24.6% | -30.3% |
| 3M | -29.9% | +35.8% | -65.7% | -32.0% |
| 6M | -27.5% | +10.3% | -37.7% | -28.3% |
| YTD | +37.5% | +27.2% | +10.2% | +33.8% |
| 1Y | +50.3% | +19.1% | +31.1% | +47.1% |
| 3Y | +204.9% | +103.7% | +101.1% | +153.9% |
| 5Y | +89.2% | -50.0% | +139.1% | +70.8% |
| 10Y | +1,077.0% | +471.4% | +605.5% | +227.2% |
| All | +768.6% | +1,477.0% | -708.4% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling