-26.6%
U vs GME
+1,013.9%
-1,040.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +2.8% | +6.0% | -3.2% | +2.2% |
| 30D | +7.6% | -5.9% | +13.5% | +8.2% |
| 3M | +12.7% | +38.2% | -25.5% | +8.9% |
| 6M | +87.0% | +14.5% | +72.4% | +83.7% |
| YTD | +13.6% | +27.6% | -14.0% | +10.3% |
| 1Y | +25.3% | +19.9% | +5.3% | +22.4% |
| 3Y | +85.8% | +104.3% | -18.5% | +54.6% |
| 5Y | -74.5% | -49.3% | -25.2% | -76.9% |
| All | -26.6% | +1,013.9% | -1,040.5% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling