+356.2%
TPR vs GME
+475.1%
-118.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -0.3% | +2.9% | -3.2% | -0.4% |
| 30D | +15.1% | -4.8% | +19.9% | +15.4% |
| 3M | +3.5% | +39.2% | -35.7% | +1.7% |
| 6M | +0.4% | +17.1% | -16.6% | -0.6% |
| YTD | +4.6% | +28.7% | -24.1% | +2.9% |
| 1Y | +33.1% | +23.3% | +9.8% | +31.2% |
| 3Y | +396.0% | +112.9% | +283.0% | +347.9% |
| 5Y | +230.3% | -48.8% | +279.1% | +210.4% |
| All | +356.2% | +475.1% | -118.9% | +100.5% |
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 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