+11.9%
U vs GME
+11.4%
+0.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.3% | -5.8% | -1.1% |
| 7D | +4.4% | +4.8% | -0.5% | +3.8% |
| 30D | -1.3% | +5.9% | -7.2% | -2.0% |
| 3M | +49.6% | -10.7% | +60.3% | +51.2% |
| 6M | +100.2% | -19.8% | +120.0% | +104.6% |
| YTD | -3.7% | -0.9% | -2.7% | -3.9% |
| 1Y | -6.5% | -15.7% | +9.2% | -5.1% |
| All | +11.9% | +11.4% | +0.5% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling