+19.3%
TPR vs GME
+15.0%
+4.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | 0.0% | +3.2% |
| 7D | +12.6% | +7.8% | +4.9% | +12.0% |
| 30D | +7.1% | -0.4% | +7.5% | +7.1% |
| 3M | -19.4% | +30.9% | -50.2% | -20.7% |
| 6M | -9.7% | +5.5% | -15.2% | -8.5% |
| YTD | -1.0% | +25.2% | -26.2% | -2.5% |
| 1Y | +19.3% | +14.4% | +4.9% | +18.0% |
| All | +19.3% | +15.0% | +4.3% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling