-68.3%
U vs GME
-55.8%
-12.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.3% | -5.8% | -1.7% |
| 7D | +4.4% | +4.8% | -0.5% | +3.2% |
| 30D | -1.3% | +5.9% | -7.2% | -2.8% |
| 3M | +49.6% | -10.7% | +60.3% | +53.0% |
| 6M | +100.2% | -19.8% | +120.0% | +109.3% |
| YTD | -3.7% | -0.9% | -2.7% | -4.5% |
| 1Y | -6.5% | -15.7% | +9.2% | -3.7% |
| 3Y | +12.9% | +12.3% | +0.6% | -30.8% |
| 5Y | -68.3% | -60.1% | -8.2% | -76.3% |
| All | -68.3% | -55.8% | -12.5% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling