-22.7%
U vs GME
+1,023.9%
-1,046.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +5.2% |
| 7D | +2.6% | +2.9% | -0.3% | +2.3% |
| 30D | +27.6% | -4.8% | +32.3% | +28.2% |
| 3M | +15.3% | +39.2% | -23.9% | +11.4% |
| 6M | +96.4% | +17.1% | +79.3% | +92.6% |
| YTD | +19.6% | +28.7% | -9.2% | +16.0% |
| 1Y | +42.1% | +23.3% | +18.8% | +38.5% |
| 3Y | +87.5% | +112.9% | -25.4% | +55.5% |
| 5Y | -73.1% | -48.8% | -24.3% | -75.7% |
| All | -22.7% | +1,023.9% | -1,046.6% | -57.3% |
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 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