+3,322.1%
TPR vs GME
+1,082.6%
+2,239.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -2.3% | +7.2% | -9.5% | -3.0% |
| 30D | -23.0% | +0.8% | -23.8% | -23.1% |
| 3M | -12.5% | -14.0% | +1.5% | -11.4% |
| 6M | -21.4% | -19.7% | -1.7% | -20.0% |
| YTD | -3.5% | -4.6% | +1.1% | -3.5% |
| 1Y | +17.4% | -14.3% | +31.7% | +18.5% |
| 3Y | +291.3% | +4.0% | +287.2% | +241.2% |
| 5Y | +241.9% | -62.2% | +304.1% | +212.5% |
| 10Y | +322.7% | +241.4% | +81.3% | +16.0% |
| All | +3,322.1% | +1,082.6% | +2,239.5% | +467.2% |
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