-38.4%
U vs GME
+786.5%
-825.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.4% |
| 7D | 0.0% | +6.0% | -6.1% | -0.6% |
| 30D | -4.1% | +8.3% | -12.4% | -4.9% |
| 3M | +57.8% | -9.1% | +66.9% | +59.0% |
| 6M | +103.5% | -16.3% | +119.9% | +106.6% |
| YTD | -4.8% | +1.5% | -6.3% | -5.2% |
| 1Y | -2.4% | -16.3% | +13.9% | -1.0% |
| 3Y | +11.7% | +15.1% | -3.5% | -1.5% |
| 5Y | -68.9% | -57.2% | -11.7% | -71.1% |
| All | -38.4% | +786.5% | -825.0% | -65.1% |
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