+256.1%
TPR vs GME
-52.7%
+308.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -5.0% | -1.4% |
| 7D | +14.2% | +3.7% | +10.5% | +13.8% |
| 30D | +17.1% | +2.2% | +14.9% | +16.8% |
| 3M | -17.7% | +30.6% | -48.3% | -19.9% |
| 6M | -10.2% | -0.2% | -10.0% | -10.4% |
| YTD | +4.9% | +25.1% | -20.2% | +2.1% |
| 1Y | +36.1% | +17.7% | +18.5% | +33.2% |
| 3Y | +416.5% | +85.7% | +330.8% | +306.5% |
| All | +256.1% | -52.7% | +308.8% | +224.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling