+3.7%
U vs GME
-15.8%
+19.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -3.8% | +7.2% | -11.0% | -5.9% |
| 30D | +17.5% | +0.8% | +16.7% | +17.2% |
| 3M | +38.7% | -14.0% | +52.7% | +44.9% |
| 6M | +104.4% | -19.7% | +124.1% | +117.2% |
| YTD | -5.7% | -4.6% | -1.1% | -6.9% |
| 1Y | +3.7% | -14.3% | +18.0% | +8.3% |
| All | +3.7% | -15.8% | +19.5% | +8.3% |
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 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